This paper presents a simple approach to the derivation of sensitivity measures of smoothing algorithms. It is proposed that the known sensitivity results of the Kalman filtering algorithm be utilized along with the state augmentation approach for this purpose. The sensitivity measures so obtained are easier to compute than the ones available in the literature. The case of a satellite tracking problem is presented by way of illustrating the results.


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    Title :

    On the sensitivity of a fixed-point smoothing algorithm


    Additional title:

    Die Empfindlichkeit eines Festkomma-Glaettungsalgorithmus


    Contributors:
    Sinha, A. (author) / Mahalanabis, A. (author)


    Publication date :

    1973


    Size :

    9 Seiten, 5 Bilder, 9 Quellen



    Type of media :

    Article (Journal)


    Type of material :

    Print


    Language :

    English




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