On the stability of fixed-lag smoothing algorithms

DOI10.1016/0016-0032(71)90183-9zbMath0289.93044OpenAlexW1985068918MaRDI QIDQ1211023

Brian D. O. Anderson, Carl N. Kelly

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1016/0016-0032(71)90183-9

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stability of control systems (93D99)

Related Items (13)

FIR filters and recursive forms for discrete-time state-space models ⋮ A state-space approach to optimum postfiltering of sampled data ⋮ Smoothing algorithms for nonlinear distributed parameter systems ⋮ On the representation of optimal fixed-lag smoothers for continuous-time random processes ⋮ Optimal smoothing in discrete-continuous linear and nonlinear systems ⋮ Discrete-time estimation in continuous-time communication systems ⋮ A robust continuous-time fixed-lag smoother for nonlinear uncertain systems ⋮ Smoothing properties of discrete-time zero-lag Kalman filter ⋮ A new finite-time linear smoothing filter ⋮ A survey of data smoothing for linear and nonlinear dynamic systems ⋮ A stable fixed lag smoothing algorithm ⋮ Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models ⋮ The Robustness ot the Fixed Point Smoothing Algorithm

Cites Work

• Stability properties of Kalman-Bucy filters
• Controllability, Observability and Stability of Linear Systems
• Application of a Resolvent Identity to a Linear Smoothing Problem
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