Fixed-point smoothing of sequentially correlated processes

DOI10.1016/0005-1098(72)90069-6zbMath0231.93023OpenAlexW2031087760MaRDI QIDQ2550703

Yanyan Li

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(72)90069-6

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Cites Work

• Optimal filtering for Gauss—Markov noise
• On Optimal Fixed Point Linear Smoothing

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