Complementary models and smoothing

DOI10.1109/9.35809MaRDI QIDQ3473901zbMATH OpenOpenAlexFDO

Authors Reuven Ackner, T. Kailath

Publication date 1989

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

Full work available at URL https://doi.org/10.1109/9.35809

zbMATH Keywords

complementary modelsforwards and backwards Markovian modelstwo-filter smoothing formula

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Filtering in stochastic control theory (93E11)

Recommendations

• Discrete-time complementary models and smoothing
• On complementary models and fixed-interval smoothing
• scientific article; zbMATH DE number 3877047
• Direct approach to two-filter smoothing formulas†
• Fixed interval smoothing - Revisited

Cited in

(6)

• Smoothing for multipoint boundary value models
• Direct approach to two-filter smoothing formulas†
• scientific article; zbMATH DE number 3877047 (Why is no real title available?)
• On complementary models and fixed-interval smoothing
• Discrete-time complementary models and smoothing
• scientific article; zbMATH DE number 1424523 (Why is no real title available?)

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