Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems

DOI10.1016/J.APM.2005.05.004zbMath1108.93071OpenAlexW2135664220WikidataQ59552511 ScholiaQ59552511MaRDI QIDQ2504432

Aurora Hermoso-Carazo, Seiichi Nakamori, Josefa Linares-Pérez

Publication date: 25 September 2006

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2005.05.004

zbMATH Keywords

linear discrete-time systemslinear stochastic systemscovariance informationfixed-interval smootherrecursive Wiener filterWiener--Hopf equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

Estimation for discrete-time systems with multiple packet dropouts using covariance information

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