Square-Root Bryson—Frazier Smoothing Algorithms

IEEE Transactions on Automatic Control

Volumn 40, Issue 4, 1995, Pages 761-766

  Park, PooGyeon ^a   Kailath, Thomas ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFERENCE EQUATIONS; ERROR ANALYSIS; ESTIMATION; INVERSE PROBLEMS; KALMAN FILTERING; MATHEMATICAL MODELS; MATRIX ALGEBRA; RICCATI EQUATIONS; SIGNAL FILTERING AND PREDICTION; STATE SPACE METHODS; SYSTOLIC ARRAYS;

ERROR COVARIANCES; FAST SQUARE ROOT ALGORITHMS; SQUARE ROOT ALGORITHMS; SQUARE ROOT BRYSON-FRAZIER SMOOTHING ALGORITHMS;

ALGORITHMS;

EID: 0029292636     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.376092     Document Type: Article

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