A unifying framework for discrete linear estimation Generalized partitioned algorithms

DOI10.1080/00207177808922480MaRDI QIDQ4177438zbMATH OpenOpenAlexFDO

Authors K. S. Govindaraj, D. G. Lainiotis

Publication date 1978

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177808922480

zbMATH Keywords

Data SmoothingDiscrete-Time Riccati EquationsEstimation ProblemsFilteringPredictionSystem Identification

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Cites work

• A solution of the smoothing problem for linear dynamic systems
• Optimal Filtering of Continuous-Time Stationary Processes by Means of the Backward Innovation Process
• Scattering theory and linear least squares estimation. II: Discrete-time problems

Cited in

(5)

• Partitioning filters
• Discrete Riccati-equation solutions: generalized partitioned algorithms
• Application of pseudolinear partitioned filter to passive vehicle tracking†
• Partitioned estimators based on the perturbed Kalman filter equations
• On the relationship between the Lagrange multiplier method and the two-filter smoother

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