Efficient Smoothing for Boundary Value Models

Abstract

This report investigates the smoothing problem for two-point boundary value models. By triangularizing the relevant Hamiltonian system, one can derive a new smoothing algorithm which is twice as fast as the one which has been obtained by diagonalizing the Hamiltonian. (jhd)

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Document Details

Document Type
Technical Report
Publication Date
Dec 29, 1989
Accession Number
ADA218484

Entities

People

  • Howard L. Weinert

Organizations

  • Johns Hopkins University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Boundaries
  • Boundary Value Problems
  • Classification
  • Covariance
  • Differential Equations
  • Engineering
  • Equations
  • Floating Point Operations
  • Linear Differential Equations
  • Military Research
  • Riccati Equation
  • Security
  • Signal Processing
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra