On Bayesian Fixed-Interval Smoothing Algorithms

DOI10.1109/TAC.2008.2007858MaRDI QIDQ4974391zbMATH OpenFDO

Authors Boujemaa Ait-El-Fquih, François Desbouvries

Publication date 8 August 2017

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

Full work available at URL https://doi.org/10.1109/TAC.2008.2007858

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) Inference from stochastic processes and prediction (62M20) Data smoothing in stochastic control theory (93E14)

Cited in

(6)

• Direct, prediction- and smoothing-based Kalman and particle filter algorithms
• Approximate Bayesian Computation for Smoothing
• Smooth aggregation of Bayesian experts
• Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother
• Temporal Parallelization of Bayesian Smoothers
• Adaptive control and signal processing literature survey (No. 7)

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