Suboptimal Algorithms for Nonlinear Smoothing

This paper presents second-order algorithms for fixed- point and fixed-lag smoothing problems for nonlinear systems. The algorithms are obtained on the basis of the state augmentation approach, used earlier by the authors, for dealing with linear smoothing problems. Both discrete-and continuous-time forms of solutions are presented and the results are illustrated by considering a radar tracking problem. Some of the advantages of the proposed smoothing solutions compared to existing ones are also discussed.