2Watanabe K. New Computationally Efficient Formula for Backward-pass Fixed-interval Smoother and Its UD Factorization Algorithm[J].IEE Proceeding 1989,136 : 73- 78.
3Wantanabe K. A New Forward-pass Fixed-interval Smoother Using the U-D Information Matrix Factorization[J]. Automatica, 1986,22 (4) : 465-467.
4RAUCH H E, TUNG F C, STRIEBEL T.Maximum Likelihood Estimates of Linear Dynamic System[J]. AIAA Journal, 1965,3 (80) : 1445-1450.