A new computationally efficient fixed-interval, discrete-time smoother (Q797559)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new computationally efficient fixed-interval, discrete-time smoother |
scientific article; zbMATH DE number 3867202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new computationally efficient fixed-interval, discrete-time smoother |
scientific article; zbMATH DE number 3867202 |
Statements
A new computationally efficient fixed-interval, discrete-time smoother (English)
0 references
1983
0 references
Attention in this paper is focused on the \textit{H. E. Rauch}, \textit{F. Tung}, \textit{C. T. Streibel} [Maximum-likelihood estimates of linear dynamic systems, AIAA J. 3, 1445-1450 (1965)] smoother formulation. The new result features computational efficiency, reliance on numerically stable matrix modification algorithms, and reduced computer storage.
0 references
Kalman filters
0 references
discrete-time smoothing
0 references
