Discrete optimal linear smoothing for systems with uncertain observations

DOI10.1109/TIT.1975.1055370MaRDI QIDQ4062303zbMATH OpenFDO

Authors Robert A. Monzingo

Publication date 1975

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1975.1055370

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Communication theory (94A05)

Cited in

(9)

• Finite-state, discrete-time optimization with randomly varying observation quality
• STATE ESTIMATION FOR GENERAL DYNAMIC SYSTEMS WITH NONLINEAR INTERFERENCE AND MISSING OBSERVATIONS∗
• On the asymptotic stability of boundary trajectories
• STATE ESTIMATION WITH STACKS AND INTERPOLATING FUNCTIONS FOR DYNAMIC SYSTEMS WITH MISSING OBSERVATIONS AND NONLINEAR INTERFERENCE*
• Fixed-point smoothing with non-independent uncertainty using covariance information
• Multi-dimensional state smoothing in the presence of non-linear interference
• Multidimensional state estimation using stacks for dynamic systems with interference
• Finite state machines in state estimation for dynamic systems with and \(n\)th order memory and nonlinear interference
• State smoothing and filtering using a constant memory for dynamic systems with nonlinear interference and missing obvservations

This page was built for publication: Discrete optimal linear smoothing for systems with uncertain observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4062303)