New square-root smoothing algorithms

DOI10.1109/9.489212MaRDI QIDQ4884785zbMATH OpenOpenAlexFDO

Authors Poogyeon Park, T. Kailath

Publication date 8 September 1996

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.489212

zbMATH Keywords

numerical stabilityrotationssquare-root smoothing algorithmsunitary operations

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

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