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固定区间平滑滤波算法
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固定区间平滑滤波算法
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〔导航算法〕
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fixed-interval smoother filter algorithm
固定区间平滑滤波算法
卡尔曼滤波平滑算法中典型的平滑算法。利用确定的终止于时刻的观测序列中所有信息对时刻的状态进行估计,为目标时刻。主要实现方法有A.E.布赖森(A.E.Bryson)、M.弗雷泽(M.Frazier)提出的前后向固定区间平滑法,H.E.劳赫(H.E.Rauch)、F.董(F.Tung)、C.T.斯特里贝尔(C.T.Striebel)等提出的RTS(Rauch-Tung-Striebel)方法。
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