✦ LIBER ✦
An efficient fixed-lag smoothing algorithm for discrete linear systems
✍ Scribed by Gerald J. Bierman
- Publisher
- Elsevier Science
- Year
- 1974
- Tongue
- English
- Weight
- 446 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0005-1098
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✦ Synopsis
The modified Bryson-Frazier fixed interval smoothing algorithm [6], is an addendem to the Kalman filter• This algorithm when applied to the problem of fixedlag smoothing is computationally more efficient than the algorithms recently reported in refs. [1][2][3]. Features of the algorithm are ease of implentation, computational efficiency, reduced storage requirements, and stability.