|
1. |
On complementary models and fixed-interval smoothing
Weinert, H.; Desai, U.;
Automatic Control, IEEE Transactions on
Volume 26,
Issue 4,
Aug 1981
Page(s):863
-
867
Abstract:
A new algorithm is derived for the standard fixed-interval linear smoothing problem in which the signal is generated by a state model. The structure of this new algorithm allows the smoothed estimate to be easily updated in response to a change in the initial state covariance matrixPi_{0}, since, unlike in existing algorifiuns, the relevant Riccati equation is entirely independent ofPi_{0}. The derivation of the algorithm is based on properties of complementary models.
|
Cart
