A square-root fixed-interval discrete-time smoother

DOI10.1017/S0334270000006032MaRDI QIDQ3796616zbMATH OpenFDO

Authors Tania Prvan, Michael R. Osborne

Publication date 1988

Published in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0334270000006032

zbMATH Keywords

Bierman's algorithmKalman filternumerical examplessquare-root fixed-interval discrete- time smoother

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical smoothing, curve fitting (65D10) Filtering in stochastic control theory (93E11)

Recommendations

• A new computationally efficient fixed-interval, discrete-time smoother
• Generalized fixed-interval smoothers for discrete-time systems
• scientific article; zbMATH DE number 3873213
• Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems
• Fixed-point smoothing algorithm for discrete multiplicative systems
• A quadratic-time algorithm for smoothing interval functions
• On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing
• Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
• Fixed interval smoothing - Revisited
• Fixed-interval smoother in the identification of time-varying dynamics

Cited in

(8)

• Integrating noisy data
• Square-root Bryson-Frazier smoothing algorithms
• Square-root RTS smoothing algorithms
• New square-root smoothing algorithms
• Pole-assignment fixed-interval Kalman smoother with an exponential stability
• scientific article; zbMATH DE number 4184815 (Why is no real title available?)
• Fixed interval smoothing - Revisited
• A new computationally efficient fixed-interval, discrete-time smoother

This page was built for publication: A square-root fixed-interval discrete-time smoother

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3796616)