• 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