Discrete-time complementary models and smoothing

DOI10.1080/00207178908961343MaRDI QIDQ3832435zbMATH OpenOpenAlexFDO

Authors Reuven Ackner, T. Kailath

Publication date 1989

Full work available at URL https://doi.org/10.1080/00207178908961343

zbMATH Keywords

backward RTS formulacomplementary modelsforward Rauch- Tung-StriebelMarkov processsmoothing errorsmoothing formula

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3877047
• On complementary models and fixed-interval smoothing
• Complementary models and smoothing
• Construction and applications of discrete-time smoothing error models
• scientific article; zbMATH DE number 3885165
• Smoothing for discrete-valued time series
• Fitting continuous-time and discrete-time models using discrete-time data and their applications
• On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing
• scientific article; zbMATH DE number 1480198

Cited in

(7)

• Gaussian conditionally Markov sequences: modeling and characterization
• Direct approach to two-filter smoothing formulas†
• scientific article; zbMATH DE number 3877047 (Why is no real title available?)
• Complementary models and smoothing
• On complementary models and fixed-interval smoothing
• Smoothing error dynamics and their use in the solution of smoothing and mapping problems
• Construction and applications of discrete-time smoothing error models

This page was built for publication: Discrete-time complementary models and smoothing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3832435)