New square-root smoothing algorithms

DOI10.1109/9.489212zbMath0867.93080OpenAlexW2567383493MaRDI QIDQ4884785

Poo Gyeon Park, Thomas Kailath

Publication date: 8 September 1996

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

Full work available at URL: https://doi.org/10.1109/9.489212

zbMATH Keywords

rotationsnumerical stabilityunitary operationssquare-root smoothing algorithms

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

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