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20102026
most citedSparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory

53 citations · 143 across the 24 of their papers we have counts for

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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…