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 |
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Pages (from-to) | 43-44 |
Number of pages | 2 |
Journal | Applied Mathematics Letters |
Volume | 4 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1991 |
Externally published | Yes |