A recursive algorithm for the Bayes solution of the smoothing problem

DOI10.1109/TAC.1981.1102630MaRDI QIDQ3931150zbMATH OpenFDO

Authors Murat Askar, Haluk Derin

Publication date 1981

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

Full work available at URL https://doi.org/10.1109/TAC.1981.1102630

zbMATH Keywords

Bayes solutionbinary Markov signaloptimum fixed interval smoothing problemrecursive algorithmsmoothing problem

Mathematics Subject Classification ID

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

Cited in

(5)

• Maximum-likelihood estimation for hidden Markov models
• On the asymptotic stability of boundary trajectories
• Two-filter formulae for discrete-time non-linear bayesian smoothing
• Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes
• Hidden semi-Markov models

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