Abstract
Even though it has little practical importance, continuous-time smoothing has received substantial attention in the literature, perhaps because the formulas are less cluttered than those of the discrete-time case. So for primarily historical reasons, we will examine the four basic algorithms for continuous-time smoothing in this chapter.
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© 2001 Springer Science+Business Media New York
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Weinert, H.L. (2001). Continuous Smoothers. In: Fixed Interval Smoothing for State Space Models. The Springer International Series in Engineering and Computer Science, vol 609. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-1691-0_4
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DOI: https://doi.org/10.1007/978-1-4615-1691-0_4
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-5680-6
Online ISBN: 978-1-4615-1691-0
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