A Note on Two-Filter Smoothing Formulas

DOI10.1109/TAC.2008.919520MaRDI QIDQ4974195zbMATH OpenOpenAlexFDO

Authors Soohee Han, Wook Hyun Kwon

Publication date 8 August 2017

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

Full work available at URL https://doi.org/10.1109/tac.2008.919520

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Cited in

(5)

• scientific article; zbMATH DE number 1817737 (Why is no real title available?)
• On the relationship between the Lagrange multiplier method and the two-filter smoother
• scientific article; zbMATH DE number 4102958 (Why is no real title available?)
• Unified forms for Kalman and finite impulse response filtering and smoothing
• Minimax FIR smoothers for deterministic continuous-time state space models

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