The Iterated Kalman Smoother as a Gauss–Newton Method
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Publication:4308559
DOI10.1137/0804035zbMath0814.93079OpenAlexW2091077439MaRDI QIDQ4308559
Publication date: 4 October 1994
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0804035
maximum likelihood estimatornonlinear least squaresdecomposition algorithmKalman smootherGauss- Newton methodnonlinear recursive least squares
Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24) Data smoothing in stochastic control theory (93E14) System structure simplification (93B11)
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