A direct derivation of the interpolation smoother

M. R. Osborne; Tania Prvan

doi:10.1016/0893-9659(91)90165-R

A direct derivation of the interpolation smoother

M. R. Osborne^*, Tania Prvan

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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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 language	English
Pages (from-to)	43-44
Number of pages	2
Journal	Applied Mathematics Letters
Volume	4
Issue number	2
DOIs	https://doi.org/10.1016/0893-9659(91)90165-R
Publication status	Published - 1991
Externally published	Yes

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title = "A direct derivation of the interpolation smoother",

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.",

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DO - 10.1016/0893-9659(91)90165-R

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VL - 4

SP - 43

EP - 44

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

SN - 0893-9659

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A direct derivation of the interpolation smoother

Abstract

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