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Fixed-point smoothing algorithm for discrete multiplicative systems

✍ Scribed by Y. A. Phillis


Book ID
105013586
Publisher
Springer
Year
1989
Tongue
English
Weight
299 KB
Volume
62
Category
Article
ISSN
0022-3239

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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