most citedKalman smoothing and block tridiagonal systems: new connections and numerical stability results

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

math.NA2013★ 4 cited

Kalman smoothing and block tridiagonal systems: new connections and numerical stability results

Aleksandr Y. Aravkin, Bradley B. Bell, James V. Burke +1

The Rauch-Tung-Striebel (RTS) and the Mayne-Fraser (MF) algorithms are two of the most popular smoothing schemes to reconstruct the state of a dynamic linear system from measuremen…