Square-root Bryson-Frazier smoothing algorithms

DOI10.1109/9.376092zbMath0829.93074OpenAlexW2098876649MaRDI QIDQ4841539

Thomas Kailath, Poo Gyeon Park

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

parallel implementationsstate-space modelorthogonal rotationsquare-root algorithmsBryson- Frazier smoothing

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

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