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A geometrical derivation of the fixed interval smoothing algorithm - MaRDI portal

A geometrical derivation of the fixed interval smoothing algorithm (Q3958369)

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A geometrical derivation of the fixed interval smoothing algorithm
scientific article

    Statements

    title
    A geometrical derivation of the fixed interval smoothing algorithm (English)
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    author
    Craig F. Ansley
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    Robert Kohn
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    published in
    Biometrika
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    publication date
    1982
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    zbMATH Keywords
    fixed interval smoothing
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    Kalman filter
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    Identifiers

    Mathematics Subject Classification ID
    93E14
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    93E11
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    93E25
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    zbMATH DE Number
    3779222
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    OpenAlex ID
    W2068435183
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