An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems
条件高斯非线性系统的自适应在线平滑:闭式解与信息论滞后选择
Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past and future observations. It aims to fill in missing data, provide more accurate estimations, and develop high-quality datasets. However, the standard smoothing procedure requires using all historical state estimations, which is…