DocumentCode :
813044
Title :
Coincident smoothing
Author :
Fagin, S.L.
Author_Institution :
S.L. Fagan Associates, New York, N.Y., USA
Volume :
18
Issue :
5
fYear :
1973
fDate :
10/1/1973 12:00:00 AM
Firstpage :
556
Lastpage :
558
Abstract :
It is shown how the matrix inversion implicit in optimal smoothing can be avoided. This is done by regarding the fact that forward and backward filters are estimating the same thing as an "observation." By employing the Measurement Matrix Partitioning Theorem the inversions are avoided.
Keywords :
Smoothing methods; Covariance matrix; Filtering theory; Filters; Laplace equations; Sea measurements; Smoothing methods;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1973.1100403
Filename :
1100403
Link To Document :
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