DocumentCode
813044
Title
Coincident smoothing
Author
Fagin, S.L.
Author_Institution
S.L. Fagan Associates, New York, N.Y., USA
Volume
18
Issue
5
fYear
1973
fDate
10/1/1973 12:00:00 AM
Firstpage
556
Lastpage
558
Abstract
It is shown how the matrix inversion implicit in optimal smoothing can be avoided. This is done by regarding the fact that forward and backward filters are estimating the same thing as an "observation." By employing the Measurement Matrix Partitioning Theorem the inversions are avoided.
Keywords
Smoothing methods; Covariance matrix; Filtering theory; Filters; Laplace equations; Sea measurements; Smoothing methods;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100403
Filename
1100403
Link To Document