Smoothing properties of discrete-time zero-lag Kalman filter

DOI10.1016/0005-1098(78)90038-9zbMath0395.93040MaRDI QIDQ1253232

Henryk Rubinstein

Publication date: 1978

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(78)90038-9

zbMATH Keywords

Delay; Smoothing; Discrete Time Kalman Filter; Suboptimal Smoothing

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93E14: Data smoothing in stochastic control theory

Cites Work

• On the stability of fixed-lag smoothing algorithms
• Discrete-time fixed-lag smoothing algorithms
• A stable fixed lag smoothing algorithm
• On optimal linear smoothing theory
• Can the zero-lag filter be a good smoother?