New square-root smoothing algorithms
SCIE
SCOPUS
- Title
- New square-root smoothing algorithms
- Authors
- Park, PG; Kailath, T
- Date Issued
- 1996-05
- Publisher
- IEEE
- Abstract
- This paper presents new square-root smoothing algorithms for the three best-known smoothing formulas: 1) Rauch-Tung-Striebel (RTS) formulas, 2) Desai-Weinert-Yusypchuk (DWY) formulas, called backward RTS formulas, and 3) Mayne-Fraser (MF) formulas, called two-filter formulas. The main feature of the new algorithms is that they use unitary rotations to replace all matrix inversion and backsubstitution steps common in earlier algorithms with unitary operations; this feature enables more efficient systolic array and parallel implementations and leads to algorithms with better numerical stability and conditioning properties.
- Keywords
- FIXED-INTERVAL SMOOTHER; FACTORIZATION
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/15897
- DOI
- 10.1109/9.489212
- ISSN
- 0018-9286
- Article Type
- Article
- Citation
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL, vol. 41, no. 5, page. 727 - 732, 1996-05
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- There are no files associated with this item.
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