New square-root smoothing algorithms

This paper presents new square-root smoothing algorithms for the three best-known smoothing formulas: (1) Rauch-Tung-Striebel (RTS) formulas, (2) Desai-Weinert-Yusypchuk (DWY) formulas, called backward RTS formulas, and (3) Mayne-Fraser (MF) formulas, called two-filter formulas. The main feature of...

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Vydané v:	IEEE transactions on automatic control Ročník 41; číslo 5; s. 727 - 732
Hlavní autori:	PooGyeon Park, Kailath, T.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York, NY IEEE 01.05.1996 Institute of Electrical and Electronics Engineers
Predmet:	Applied sciences Control system synthesis Detection, estimation, filtering, equalization, prediction Exact sciences and technology Feedback Information filtering Information filters Information, signal and communications theory Linear matrix inequalities Numerical stability Robust stability Signal and communications theory Signal, noise Smoothing methods Stability analysis Stability criteria Telecommunications and information theory Mathematical method Filtering Square root Algorithm State estimation
ISSN:	0018-9286
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