Continuous-time Chandrasekhar smoothers in detection and tracking

DOI10.1016/0096-3003(94)00103-BzbMath0823.65065OpenAlexW2048577048MaRDI QIDQ1892060

Masanori Sugisaka, Takemasu Okada

Publication date: 24 October 1995

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

Full work available at URL: https://doi.org/10.1016/0096-3003(94)00103-b

zbMATH Keywords

signalstime-invariantChandrasekhar filteringcontinuous-time Chandrasekhar smoothersdetection and trackingtime-invariant dynamical systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Data smoothing in stochastic control theory (93E14) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Sugisaka-Ueno-Chandrasekhar algorithm for digital communication and estimation ⋮ Sugisaka-Ueno-Chandrasekhar algorithm for digital communication and estimation ⋮ Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems

Cites Work

• Some new algorithms for recursive estimation in constant linear systems
• Fast time-invariant implementations of Gaussian signal detectors

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