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Fixed-lag smoothing estimator for a linear distributed parameter system

✍ Scribed by Sigeru Omatu; Syunichiro Ohe; Takasi Soeda


Book ID
114037464
Publisher
Elsevier Science
Year
1980
Weight
544 KB
Volume
44
Category
Article
ISSN
0019-9958

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An efficient fixed-lag smoothing algorit
✍ Gerald J. Bierman πŸ“‚ Article πŸ“… 1974 πŸ› Elsevier Science 🌐 English βš– 446 KB

The modified Bryson-Frazier fixed interval smoothing algorithm [6], is an addendem to the Kalman filterβ€’ 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