Normalized Optimal Smoothers for a Class of Hidden Generalized Reciprocal Processes

DOI10.1109/TAC.2017.2654963MaRDI QIDQ4567040zbMATH OpenOpenAlexFDO

Authors Langford B. White, Francesco Carravetta

Publication date 27 June 2018

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

Full work available at URL https://doi.org/10.1109/tac.2017.2654963

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bayesian inference (62F15) Non-Markovian processes: estimation (62M09) Data smoothing in stochastic control theory (93E14)

Cited in

(2)

• Syntactic stochastic processes: definitions, models, and related inference problems
• Some new smoother implementations for discrete-time gaussian reciprocal processes

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