An explicit expression for the discrete-time fixed-lag smoothing equation

DOI10.1016/0771-050X(82)90066-3zbMath0492.93066MaRDI QIDQ1168278

S. Singh

Publication date: 1982

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Kalman filtering; fixed-lag smoothing equation; optimal estimation in the case of a delay

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E14: Data smoothing in stochastic control theory

93C99: Model systems in control theory