A direct derivation of the interpolation smoother

M. R. Osborne*, Tania Prvan

*Corresponding author for this work

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

It is shown that the fixed interval smoothing algorithm can be derived as a direct and simple consequence of the projection theorem. The derivation permits interpolation of the smoothed state vector values at other than observation points.

Original languageEnglish
Pages (from-to)43-44
Number of pages2
JournalApplied Mathematics Letters
Volume4
Issue number2
DOIs
Publication statusPublished - 1991
Externally publishedYes

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