Square Root Modified Bryson–Frazier Smoother

DOI10.1109/TAC.2010.2089753MaRDI QIDQ5347627zbMATH OpenOpenAlexFDO

Authors Richard Gibbs

Publication date 25 August 2017

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

Full work available at URL https://doi.org/10.1109/tac.2010.2089753

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Cited in

(3)

• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
• Square-root Bryson-Frazier smoothing algorithms
• New smoothed-state estimation for correlated process and measurement noises

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