Fixed interval smoothing - Revisited

DOI10.2514/3.25419MaRDI QIDQ5753862zbMATH OpenOpenAlexFDO

Authors S. McReynolds

Publication date 1990

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.25419

zbMATH Keywords

Bryson's discrete algorithmearly fixed-interval smoothers

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

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Cited in

(19)

• Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
• Continuous-time Chandrasekhar smoothers in detection and tracking
• Derivation of fixed interval smoothing formulas
• A direct derivation of the interpolation smoother
• Fixed interval smoothing for state space models
• Smoothing estimation of stochastic processes: Change of initial condition formulas
• New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm
• Complementary models and smoothing
• Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems
• On complementary models and fixed-interval smoothing
• Steady-State Covariance Analysis for a Forward-Pass Fixed-Interval Smoother
• A square-root fixed-interval discrete-time smoother
• Forward-pass Bryson-Frazier smoother in discret-time systems
• Generalized fixed-interval smoothers for discrete-time systems
• Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother
• scientific article; zbMATH DE number 2058047 (Why is no real title available?)
• Square-root RTS smoothing algorithms
• A new computationally efficient fixed-interval, discrete-time smoother
• Kalman smoothing via auxiliary outputs

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