Fixed interval smoothing with discrete measurements.Smoothing equations for a linear continuous dynamic system with linear discrete measurements, derived from the discrete results of Rauch, Tung, and Striebel (1965), (R-T-S), are used to extend, through recursive updating, the previously published results of Bryson and Frazier (1963), (B-F), and yield a modified Bryson and Frazier, (M-B-F), algorithm. A comparison of the (M-B-F) and (R-T-S) algorithms leads to the conclusion that the former is to be preferred because it entails less computation, less storage, and less instability. It is felt that the presented (M-B-F) smoothing algorithm is a practical mechanization and should be of value in smoothing discretely observed dynamic linear systems.
Document ID
19720054608
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Bierman, G. J. (California Institute of Technology, Jet Propulsion Laboratory, Pasadena Calif., United States)