• DocumentCode
    815607
  • Title

    Fixed interval smoothing algorithms for linear continuous systems

  • Author

    McReynolds, Stephen R.

  • Author_Institution
    Systems Control Inc., Palo Alto, CA, USA
  • Volume
    19
  • Issue
    5
  • fYear
    1974
  • fDate
    10/1/1974 12:00:00 AM
  • Firstpage
    586
  • Lastpage
    587
  • Abstract
    Several implementations of fixed interval smoothers are discussed. It is observed that fixed interval smoothing can be performed without storing and inverting covariances of the filtered estimate. Unfortunately these algorithms are not generally stable.
  • Keywords
    Linear systems, time-varying continuous-time; Smoothing methods; State estimation; Continuous time systems; Error correction; Nonlinear equations; Nonlinear filters; Optical filters; Smoothing methods; State estimation; Vectors; White noise; Writing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100657
  • Filename
    1100657
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=815607