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The aim of this article is to present Levenberg-Marquardt and line-search extensions of the classical iterated extended Kalman smoother (IEKS) which has previously been shown to be equivalent to the Gauss-Newton method. The algorithms are derived by rewri
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Levenberg-Marquardt And Line-Search Extended Kalman Smoothers
The aim of this article is to present Levenberg-Marquardt and line-search extensions of the classical iterated extended Kalman smoother (IEKS) which has previously been shown to be equivalent to the Gauss-Newton method. The algorithms are derived by rewri