Abstract: To solve the problem of time-history arrangement of test data, two kinds of forward-pass fixed-interval discrete-time smoothers are presented. These smoothers are based on the Kalman filter, Rauch-Tung-Streible smoother, and Keigo Watanabe forward-pass smoother. To get high numerical stability and computational efficiency, U-D factorizations are used in the propagations of covariance matrices of these new smoothing algorthms. For different systems, one of the new smoothers would be chosen easily by the comparison of operation counts. These new smoothers exhibit excellent numerical accuracy and stability and the number of operations of both the filter and smoother are decreased greatly. Comparison of operation numbers shows that these new smoothers are more than 1.8 times as faster as Keigo. Watanabe's forward-pass smoother.