From: "Radek Zakrzewski" Subject: Re: kalman-smoother Date: Wed, 3 May 2000 11:21:49 -0400 Newsgroups: sci.math.num-analysis Uwe.Schmitt@num.uni-sb.de wrote in message <8epduv$4071a$1@hades.rz.uni-sb.de>... >Petr Kuzmic wrote: > > >| Uwe.Schmitt@num.uni-sb.de wrote: >|> >|> hi, >|> >|> i'm looking for literature about kalman-smoothing. > >| Press et al. (1992) "Numerical Recipes in C", page 705. > >there is only one sentence about kalman-filtering and no >reference about kalman-smoothing in general. On a very basic level (but more than one sentence): Goodwin and Sin, "Adaptive filtering, prediction, and control", Prentice Hall, 1984. sections 7.3.2 and 7.3.3 Also: Grewal and Andrews, "Kalman filtering, theory and practice", Prentice Hall, 1993 section 4.13. Section 6.1.6 has some additional references to numerical implementation issues. Radek > >yours, uwe. >-- >Uwe Schmitt | Institut für Angewandte Mathematik >Uwe.Schmitt@num.uni-sb.de | Universität des Saarlandes >phone: +49 (0)681/302-2468 | Geb. 36.1, Zi. 4.17 >fax: +49 (0)681/302-4435 | PF 151150 >private: +49 (0)681/397052 | D-66041 Saarbrücken ============================================================================== From: Unkown Subject: Re: kalman-smoother Date: Wed, 03 May 2000 18:03:42 +0200 Newsgroups: sci.math.num-analysis See also Brian D. O. Anderson and John B. Moore, "Optimal Filtering", Prentice Hall, 1979. I guess this is one of the basic references in that field. ============================================================================== From: Harald Giese Subject: Re: kalman-smoother Date: Wed, 03 May 2000 20:49:39 +0200 Newsgroups: sci.math.num-analysis Uwe.Schmitt@num.uni-sb.de wrote: > > i'm looking for literature about kalman-smoothing. > > yours, uwe. > Hi Uwe, Chui, Charles K., Chen, Guanrong: Kalman Filtering with Real-Time Applications. Springer, 1999 Regards, Harald -- Harald Giese Email: giese@dkrz.de Phone: +49 (0)40 42838 5796; Fax: +49 (0)40 5605724 Institut fuer Meereskunde der Universitaet Hamburg (Institute of Oceanography of the University of Hamburg) Troplowitzstrasse 7, D-22529 Hamburg ============================================================================== From: Ed McBride Subject: Re: kalman-smoother Date: Fri, 05 May 2000 07:30:34 -0600 Newsgroups: sci.math.num-analysis > > i'm looking for literature about kalman-smoothing. > Brown and Grover have an excellent book on Kalman fitering and smoothing. I think you mean "Introduction to Random Signals and Applied Kalman Filtering", by Robert Grover Brown and Patrick Y. C. Hwang, Third Edition, Wiley, 1997, ISBN 0-471-12839-2. I think it is the best I have seen. Ed McBride