Title :
Fixed interval smoothing algorithms for linear continuous systems
Author :
McReynolds, Stephen R.
Author_Institution :
Systems Control Inc., Palo Alto, CA, USA
fDate :
10/1/1974 12:00:00 AM
Abstract :
Several implementations of fixed interval smoothers are discussed. It is observed that fixed interval smoothing can be performed without storing and inverting covariances of the filtered estimate. Unfortunately these algorithms are not generally stable.
Keywords :
Linear systems, time-varying continuous-time; Smoothing methods; State estimation; Continuous time systems; Error correction; Nonlinear equations; Nonlinear filters; Optical filters; Smoothing methods; State estimation; Vectors; White noise; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100657
