A stable fixed lag smoothing algorithm

DOI10.1016/0005-1098(73)90064-2MaRDI QIDQ2558264zbMATH OpenOpenAlexFDO

Authors K. K. Biswas, A. K. Mahalanabis

Publication date 1973

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(73)90064-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Cites work

• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• On the stability of fixed-lag smoothing algorithms
• Optimal smoothing for continuous-time systems with multiple time delays
• Stability properties of Kalman-Bucy filters

Cited in

(4)

• Smoothing properties of discrete-time zero-lag Kalman filter
• The Kalman-Bucy method of optimal filtering and its generalizations
• Initial- and lagging-state observers
• An efficient fixed-lag smoothing algorithm for discrete linear systems

This page was built for publication: A stable fixed lag smoothing algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2558264)