Square-root Bryson-Frazier smoothing algorithms

DOI10.1109/9.376092MaRDI QIDQ4841539zbMATH OpenOpenAlexFDO

Authors Poogyeon Park, T. Kailath

Publication date 6 August 1995

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

Full work available at URL https://doi.org/10.1109/9.376092

zbMATH Keywords

Bryson- Frazier smoothingorthogonal rotationparallel implementationssquare-root algorithmsstate-space model

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

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Cited in

(3)

• Forward-pass Bryson-Frazier smoother in discret-time systems
• Square-root RTS smoothing algorithms
• New square-root smoothing algorithms

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