### 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 |
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Title of host publication | SICE 89 Proc 28th SICE Annu Conf |

Publisher | Publ by IEEE |

Pages | 1103-1106 |

Number of pages | 4 |

Publication status | Published - 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) |
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City | Tokyo, Jpn |

Period | 7/25/89 → 7/27/89 |

### Fingerprint

### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*SICE 89 Proc 28th SICE Annu Conf*(pp. 1103-1106). Publ by IEEE.

**A new fixed-interval smoothing algorithm.** / Watanabe, Keigo.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

*SICE 89 Proc 28th SICE Annu Conf.*Publ by IEEE, pp. 1103-1106, SICE '89: Proceedings of the 28th SICE Annual Conference Volume 2 (of 2), Tokyo, Jpn, 7/25/89.

}

TY - GEN

T1 - A new fixed-interval smoothing algorithm

AU - Watanabe, Keigo

PY - 1989

Y1 - 1989

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0024894443&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0024894443&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:0024894443

SP - 1103

EP - 1106

BT - SICE 89 Proc 28th SICE Annu Conf

PB - Publ by IEEE

ER -