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固定区间平滑算法的几何推导

A Geometrical Derivation of the Fixed Interval Smoothing Algorithm

Biometrika · 1982
被引 3
ABS 4

中文导读

从几何角度推导卡尔曼滤波的固定区间平滑算法,比标准方法更简单。

Abstract

The Kalman filter fixed-interval smoothing algorithm is derived from geometrical considerations. This approach is considerably simpler than standard methods.

卡尔曼滤波平滑算法应用数学统计学