Partitioned linear estimation algorithms: Discrete case

Using the "partitioning" approach to estimation, fundamentally new, robust, computationally effective and fast filtering and smoothing algorithms have been obtained. The new algorithms are given in explicit expressions of a partitioned nature in terms of decoupled forward filters. The "patitioned" algorithms are especially advantageous both from a computational as well as an analysis standpoint. They are the natural framework for studying observability, controllability, unbiasedness, and especially in deriving robust, fast, and effective numerical algorithms for Riccati equations.