An efficient fixed-lag smoothing algorithm for discrete linear systems

DOI10.1016/0005-1098(74)90058-2zbMATH Open0286.93039OpenAlexW2092991195MaRDI QIDQ1845692FDOQ1845692

Authors: Gerald J. Bierman 

Publication date: 1974

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(74)90058-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• A survey of data smoothing for linear and nonlinear dynamic systems
• Fixed interval smoothing with discrete measurements
• Discrete-time fixed-lag smoothing algorithms
• A stable fixed lag smoothing algorithm

Cited In (3)

• Optimal smoothing in discrete-continuous linear and nonlinear systems
• Fixed-lag smoothing in the identification of time-varying systems with unknown dead time
• The Kalman-Bucy method of optimal filtering and its generalizations

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