A new computationally efficient fixed-interval, discrete-time smoother (Q797559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new computationally efficient fixed-interval, discrete-time smoother |
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A new computationally efficient fixed-interval, discrete-time smoother (English)
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1983
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Attention in this paper is focused on the \textit{H. E. Rauch}, \textit{F. Tung}, \textit{C. T. Streibel} [Maximum-likelihood estimates of linear dynamic systems, AIAA J. 3, 1445-1450 (1965)] smoother formulation. The new result features computational efficiency, reliance on numerically stable matrix modification algorithms, and reduced computer storage.
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Kalman filters
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discrete-time smoothing
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