Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
Publication:4027827
DOI10.1080/00207729208949457zbMath0784.93097OpenAlexW1987218681MaRDI QIDQ4027827
Publication date: 1 April 1993
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729208949457
Kalman filtercovarianceoptimal response functionsrecursive least-square fixed point smootherwhite gaussian observation noise
Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)
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