A dual approach to a linear smoothing problem

DOI10.1016/0016-0032(79)90065-6MaRDI QIDQ1132834zbMATH OpenOpenAlexFDO

Authors P. N. Nikiforuk, Madan M. Gupta, Nariyasu Minamide

Publication date 1979

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(79)90065-6

zbMATH Keywords

dualitylinear smoothing problemoptimal regulatorstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Cites work

• A survey of data smoothing for linear and nonlinear dynamic systems
• A Survey of Infinite-Dimensional Filtering
• A view of three decades of linear filtering theory
• scientific article; zbMATH DE number 3603085 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• On the Duality between Estimation and Control
• Optimal state estimation in high noise
• Supplement to 'A survey of data smoothing'

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