Discrete square root smoothing
Piotr Kamiński, A. E. Bryson · Guidance and Control Conference · 1972
The basic techniques applied in the square root least squares and square root filtering solutions are applied to the smoothing problem. Both conventional and square root solutions are obtained by computing the filtered solutions, then modifying the results to include the effect of all measurements. A comparison of computation requirements indicates that the square root information smoother (SRIS) is more efficient than conventional solutions in a large class of fixed interval smoothing problems.