New square-root smoothing algorithms

DOI10.1109/9.489212zbMATH Open0867.93080OpenAlexW2567383493MaRDI QIDQ4884785FDOQ4884785

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

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zbMATH Keywords

rotationsnumerical stabilityunitary operationssquare-root smoothing algorithms

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Cited In (2)

• Square-root Bryson-Frazier smoothing algorithms
• Square-root RTS smoothing algorithms

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