A unified approach to smoothing formulas

DOI10.1016/0005-1098(76)90078-9zbMath0323.93043OpenAlexW89970292MaRDI QIDQ1224548

Lennart Ljung, Thomas Kailath

Publication date: 1976

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(76)90078-9

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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