Orthogonal Projection and Discrete Optimal Linear Smoothing

DOI10.1137/0305006MaRDI QIDQ5532096zbMATH OpenOpenAlexFDO

Authors J. S. Meditch

Publication date 1967

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0305006

zbMATH Keywords

statistics

Cited in

(12)

• The Kalman-Bucy method of optimal filtering and its generalizations
• Partitioned estimation algorithms. II: Linear estimation
• A state-space approach to optimum postfiltering of sampled data
• On the theory of discrete systems
• A survey of data smoothing for linear and nonlinear dynamic systems
• On optimal stochastic control with smoothed information
• The optimal smoothing estimators based on the Wiener-Hopf theory
• A local linearization approach to nonlinear filtering
• An application of the information theory to the fixed-point smoothing problems
• Optimal linear filtering and lagging filtering of coloured noise
• On smoothing in linear discrete systems with time delays†
• Error analysis on the initial state reconstruction problem

This page was built for publication: Orthogonal Projection and Discrete Optimal Linear Smoothing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5532096)