The Iterated Kalman Smoother as a Gauss–Newton Method

DOI10.1137/0804035zbMath0814.93079OpenAlexW2091077439MaRDI QIDQ4308559

Bradley M. Bell

Publication date: 4 October 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0804035

zbMATH Keywords

maximum likelihood estimatornonlinear least squaresdecomposition algorithmKalman smootherGauss- Newton methodnonlinear recursive least squares

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24) Data smoothing in stochastic control theory (93E14) System structure simplification (93B11)

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