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- W2088334564 abstract "This paper provides straightforward derivations of a wide variety of smoothing formulae which are associated with the Kalman filter. The smoothing operations are of perennial interest in the fields of communications engineering and signal processing. Recently they have begun to interest statisticians and economists. It is often asserted that it is tedious and difficult to derive the formulae. We show that this need not be so." @default.
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- W2088334564 date "1993-11-01" @default.
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- W2088334564 title "A synopsis of the smoothing formulae associated with the Kalman filter" @default.
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- W2088334564 doi "https://doi.org/10.1007/bf01299174" @default.
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