Fixed interval smoothing for state space models
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Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Least squares and related methods for stochastic control systems (93E24) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Data smoothing in stochastic control theory (93E14)
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Cited in
(13)- Smoothing and Interpolation with the State-Space Model
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach
- Smoothing algorithms for state-space models
- Fast computation of smoothing splines subject to equality constraints
- Covariances for smoothed estimates in state space models
- Generalized fixed-interval smoothers for discrete-time systems
- A fast compact algorithm for cubic spline smoothing
- Efficient computation for Whittaker-Henderson smoothing
- Minimax FIR smoothers for deterministic continuous-time state space models
- Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems
- Fixed interval estimation in state space models when some of the data are missing or aggregated
- Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
- Least Squares Smoothing of Nonlinear Systems
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