Fixed interval smoothing for nonlinear continuous time systems

DOI10.1016/S0019-9958(72)90451-2MaRDI QIDQ5649173zbMATH OpenOpenAlexFDO

Authors Brian D. O. Anderson

Publication date 1972

Published in Information and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0019-9958(72)90451-2

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited in

(5)

• Reverse-time diffusion equation models
• A robust continuous-time fixed-lag smoother for nonlinear uncertain systems
• Smoothing algorithms for nonlinear finite-dimensional systems
• Nonlinear smoothing algorithms using white noise model
• Backward Nonlinear Smoothing Diffusions

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