Fixed-point smoothing of sequentially correlated processes

DOI10.1016/0005-1098(72)90069-6MaRDI QIDQ2550703zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1972

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(72)90069-6

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Cites work

• On Optimal Fixed Point Linear Smoothing
• Optimal filtering for Gauss—Markov noise

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