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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Bibliographic Details
Published in:	IEEE transactions on automatic control Vol. 41; no. 5; pp. 727 - 732
Main Authors:	PooGyeon Park, Kailath, T.
Format:	Journal Article
Language:	English
Published:	New York, NY IEEE 01.05.1996 Institute of Electrical and Electronics Engineers
Subjects:	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
Online Access:	Get full text
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