Covariance factorization algorithms for fixed-interval smoothing of linear discrete dynamic systems

DOI10.1109/9.58568zbMath0719.93088OpenAlexW1994201069MaRDI QIDQ5752463

S. McReynolds

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/9.58568

zbMATH Keywords

factorized covariance smoothers

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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