Design procedure for stable suboptimal fixed-lag smoothers

DOI10.1109/TAC.1977.1101645MaRDI QIDQ4145241zbMATH OpenFDO

Authors Hoang B. Doan, Brian D. O. Anderson

Publication date 1977

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

Full work available at URL https://doi.org/10.1109/TAC.1977.1101645

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Optimal stochastic control (93E20)

Cited in

(2)

• On the representation of optimal fixed-lag smoothers for continuous-time random processes
• A new finite-time linear smoothing filter

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