Title :
Finite Memory Batch Processing Smoother
Author_Institution :
Dynamics Research Corporation Wilmington, Mass. 01887
Abstract :
A finite memory smoother which can be described by a set of weighting coefficients on the input measurements is derived. The smoother is a very simple structure incorporating all the sophistication of the underlyirig Kalman filtering and smoothing algorithms. The limitations of the smoother are outlined. It is shown how the simple smoother structure can be exploited in performing straightforward smoothing sensitivity analysis. An application of applying the finite memory smoother to the evaluation of ship´s inertial system velocity errors is described.
Keywords :
Data mining; Data processing; Filtering algorithms; History; Kalman filters; Nonlinear filters; Sensitivity analysis; Smoothing methods; Time measurement; Wiener filter;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1971.310338