A recursive algorithm for the Bayes solution of the smoothing problem

DOI10.1109/TAC.1981.1102630zbMath0475.93075MaRDI QIDQ3931150

Haluk Derin, Murat Askar

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

recursive algorithmBayes solutionsmoothing problembinary Markov signaloptimum fixed interval smoothing problem

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)

Related Items (4)

Two-filter formulae for discrete-time non-linear bayesian smoothing ⋮ Maximum-likelihood estimation for hidden Markov models ⋮ Hidden semi-Markov models ⋮ On the asymptotic stability of boundary trajectories

This page was built for publication: A recursive algorithm for the Bayes solution of the smoothing problem