Smoothing properties of discrete-time zero-lag Kalman filter

DOI10.1016/0005-1098(78)90038-9zbMATH Open0395.93040OpenAlexW2206542050MaRDI QIDQ1253232FDOQ1253232

Authors: Henryk Rubinstein 

Publication date: 1978

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(78)90038-9

zbMATH Keywords

DelaySmoothingDiscrete Time Kalman FilterSuboptimal Smoothing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Cites Work

• On the stability of fixed-lag smoothing algorithms
• On optimal linear smoothing theory
• Discrete-time fixed-lag smoothing algorithms
• A stable fixed lag smoothing algorithm
• Can the zero-lag filter be a good smoother?

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