An efficient fixed-lag smoothing algorithm for discrete linear systems

DOI10.1016/0005-1098(74)90058-2MaRDI QIDQ1845692zbMATH OpenOpenAlexFDO

Authors Gerald J. Bierman

Publication date 1974

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(74)90058-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3278065 (Why is no real title available?)
• A stable fixed lag smoothing algorithm
• A survey of data smoothing for linear and nonlinear dynamic systems
• Discrete-time fixed-lag smoothing algorithms
• Fixed interval smoothing with discrete measurements

Cited in

(3)

• Optimal smoothing in discrete-continuous linear and nonlinear systems
• Fixed-lag smoothing in the identification of time-varying systems with unknown dead time
• The Kalman-Bucy method of optimal filtering and its generalizations

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