Design of Nonlinear Fixed-Interval Smoothing Filter and Its Application to SDINS

In this paper, we propose a new type of nonlinear fixed interval smoothing filter which is modified from the existing nonlinear smoothing filter. A nonlinear smoothing filter is derived from two-filter formulas. For the backward filter, the propagation and update equation of error states are derived. Particularly the modified update equation of the backward filter use the estimated error terms from the forward filter. Smoothing algorithm is altered into the compatible form with the new type of the backward fitter. An advantage of the proposed algorithm is more efficient than the existing one because propagation in backward filter is very simple from the implementation point of view. We apply the proposed nonlinear smoothing ...