A new forward-pass fixed-interval smoother using the U-D information matrix factorization
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Publication:579212
DOI10.1016/0005-1098(86)90051-8zbMath0624.93070OpenAlexW1980535929MaRDI QIDQ579212
Publication date: 1986
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(86)90051-8
A-D factorized smoothing algorithmaerospace trajectoriesbackward-pass information filterforward-pass fixed-interval smoother recursion
Inference from stochastic processes and prediction (62M20) Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)
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