An efficient fixed-lag smoothing algorit
β
Gerald J. Bierman
π
Article
π
1974
π
Elsevier Science
π
English
β 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