Smoothing and Interpolation with the State-Space Model
该研究提出了状态空间模型中平滑与插值的新结果，简化了现有平滑算法的推导，提供了具有分析和计算优势的替代形式，并探讨了与信号提取和扩散规范的联系。
A new result dealing with smoothing and interpolation in the state-space model is developed and explored. The result simplifies the derivation of existing smoothing algorithms and provides alternate forms that have analytic and practical computing advantages. The connection to signal extraction and interpolation is explored, and diffuse specifications are considered.