Publication Date:
2019-06-27
Description:
A variational approach is presented for solving a nonlinear, fixed-interval smoothing problem with application to offline processing of noisy data for trajectory reconstruction and parameter estimation. The nonlinear problem is solved as a sequence of linear two-point boundary value problems. Second-order convergence properties are demonstrated. Algorithms for both continuous and discrete versions of the problem are given, and example solutions are provided.
Keywords:
STATISTICS AND PROBABILITY
Type:
NASA-TM-X-73211
,
A-6939
Format:
application/pdf
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