Abstract
An algorithm is described for the standard fixed-interval smoothing problem in which the system is linear, time-varying, and discrete-time. The smoother is shown to be a dual version of the Bryson-Frazier smoother. The algorithm is less attractive in its numerical implementation than the original version, because it involves inversion of the state transition matrix. However, the mechanization of the new algorithm allows the smoothed estimate or error covariance to be readily updated in response to a change in the initial statistics.
| Original language | English |
|---|---|
| Pages | 1103-1106 |
| Number of pages | 4 |
| Publication status | Published - Dec 1 1989 |
| Externally published | Yes |
| Event | SICE '89: Proceedings of the 28th SICE Annual Conference Volume 2 (of 2) - Tokyo, Jpn Duration: Jul 25 1989 → Jul 27 1989 |
Other
| Other | SICE '89: Proceedings of the 28th SICE Annual Conference Volume 2 (of 2) |
|---|---|
| City | Tokyo, Jpn |
| Period | 7/25/89 → 7/27/89 |
ASJC Scopus subject areas
- Engineering(all)
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Watanabe, K. (1989). A new fixed-interval smoothing algorithm. 1103-1106. Paper presented at SICE '89: Proceedings of the 28th SICE Annual Conference Volume 2 (of 2), Tokyo, Jpn, .