论文信息 - Brief paper: An efficient fixed-lag smoothing algorithm for discrete linear systems

Brief paper: An efficient fixed-lag smoothing algorithm for discrete linear systems

The modified Bryson-Frazier fixed interval smoothing algorithm [6], is an addendem to the Kalman filter. This algorithm when applied to the problem of fixed-lag smoothing is computationally more efficient than the algorithms recently reported in refs. [1-3]. Features of the algorithm are ease of implentation, computational efficiency, reduced storage requirements, and stability.

Gerald Bierman

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