Pole-assignment fixed-interval Kalman smoother with an exponential stability

DOI10.1080/00207720600813012MaRDI QIDQ5426616zbMATH OpenOpenAlexFDO

Authors

Publication date 13 November 2007

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207720600813012

zbMATH Keywords

ARMA innovation modelexponential stabilityfixed-interval Kalman smootherpole-assignmentstate estimation

Mathematics Subject Classification ID

Pole and zero placement problems (93B55) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Recommendations

• scientific article; zbMATH DE number 2117046
• Steady-state error covariances of fixed-point smoothers
• H/sub infinity / fixed-lag smoothing filter for scalar systems
• A square-root fixed-interval discrete-time smoother
• Kalman smoothing via auxiliary outputs

Cites work

• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems

Cited in

(1)

• scientific article; zbMATH DE number 2117046 (Why is no real title available?)

This page was built for publication: Pole-assignment fixed-interval Kalman smoother with an exponential stability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5426616)