The fixed-lag smoother as a stable finite-dimensional linear system

DOI10.1016/0005-1098(71)90004-5zbMath0225.93046OpenAlexW2063125862MaRDI QIDQ2548943

Brian D. O. Anderson, S. Chirarattananon

Publication date: 1971

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(71)90004-5

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)

Related Items

Smoothing as an improvement on filtering in high noise, Fixed-lag smoothing in the identification of time-varying systems with unknown dead time, A state-space approach to optimum postfiltering of sampled data, Initial- and lagging-state observers, On the representation of optimal fixed-lag smoothers for continuous-time random processes, A new finite-time linear smoothing filter, A survey of data smoothing for linear and nonlinear dynamic systems, Discrete-time fixed-lag smoothing algorithms, The algebraic Riccati equation. - A polynomial approach

Cites Work

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• Stability properties of Kalman-Bucy filters