@ARTICLE\{IMM1993-0698, author = "K. Madsen and H. B. Nielsen", title = "A Finite Smoothing Algorithm for Linear Estimation", year = "1993", pages = "223-235", journal = "{SIAM} J. on Optimization", volume = "3", editor = "", number = "", publisher = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/698-full.html" }