Scattering theory and linear least-squares estimation, part III: The estimates

We extend our earlier work on providing a scattering model for state-space estimation, by interpreting the smoothed state estimate as a propagating wave in a scattering medium, with the observed system outputs acting as internal sources in the medium. The value of this interpretation in providing simple pictorial derivations, in guessing new results, and in visualizing and organizing old and new estimation results is demonstrated by analyzing the effects of altered a priori information, and of partitioning of data and/or computations.