New smoothing algorithms based on reversed-time lumped models

DOI10.1109/TAC.1976.1101289MaRDI QIDQ4099928zbMATH OpenFDO

Authors Uday B. Desai, Gursharan Singh Sidhu

Publication date 1976

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1976.1101289

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10)

Cited in

(9)

• Reduced-complexity LQR design using canonical correlation analysis
• Reverse-time diffusion equation models
• A unifying framework for linear estimation: Generalized partitioned algorithms
• A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models
• A realization approach to stochastic model reduction
• A new finite-time linear smoothing filter
• On the fixed-interval smoothing problem
• Computing large deviation rate functions of entropy production for diffusion processes by an interacting particle method
• Forward and backward Markovian state space models of second order process

This page was built for publication: New smoothing algorithms based on reversed-time lumped models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4099928)