On the representation of optimal fixed-lag smoothers for continuous-time random processes (Q3870803): Difference between revisions

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+Stability properties of Kalman-Bucy filters
@@ Property / cites work: Stability properties of Kalman-Bucy filters / rank @@
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+Design procedure for stable suboptimal fixed-lag smoothers
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+Q5737099
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+The fixed-lag smoother as a stable finite-dimensional linear system
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+On the stability of fixed-lag smoothing algorithms
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+On optimal stochastic control with smoothed information
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+Discrete-time fixed-lag smoothing algorithms
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+Q4146660
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+Stable realization of fixed-lag smoothing equations for continuous-time signals
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