PNbpN rnpN

rpn-1

The smoothed value of p at the ith stage is given by b* — R* p n

A value of wN may be determined from Eq. (5.11.13) by using the smoothed values of p, wpN _ pN+1—rnpf i = N — 1, N — 2,...0.

8. Work Example 4.8.2, the spring mass problem, using the square root free Givens method to solve for xo and the associated estimation error covariance matrix. You should get results almost identical to those given in Example 4.8.2.

Chapter 6

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