Parallel smoothing

DOI10.1016/0167-6911(90)90021-LMaRDI QIDQ913764zbMATH OpenOpenAlexFDO

Authors Alan S. Willsky, Bernard C. Levy, Ahmed H. Tewfik

Publication date 1990

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(90)90021-l

zbMATH Keywords

forward filterparallel processingreverse filtersmoothing algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Recommendations

• scientific article; zbMATH DE number 1817737
• scientific article; zbMATH DE number 853753
• A fast data smoothing algorithm
• Decentralized estimation algorithms for a backward pass fixed-interval smoother
• Multipoint smoothing algorithm for discrete linear systems

Cites work

• scientific article; zbMATH DE number 3628832 (Why is no real title available?)
• Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems
• On the similarity transformation between a matrix and its transpose
• Optimal linear smoothing : Continuous data case
• Parallel filtering and smoothing algorithms
• Scattering theory and linear least-squares estimation, part III: The estimates
• Square-root algorithms for parallel processing in optimal estimation

Cited in

(7)

• Path independence in serial-parallel data processing
• Fast parallel algorithms for forecasting
• Quasioptimal smoothing as a tool for the analysis of complex semistructured dynamic processes
• scientific article; zbMATH DE number 853753 (Why is no real title available?)
• scientific article; zbMATH DE number 1405420 (Why is no real title available?)
• scientific article; zbMATH DE number 7300702 (Why is no real title available?)
• Easy recipes for cooperative smoothing

This page was built for publication: Parallel smoothing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q913764)