Recursive fading memory smoothing

DOI10.1016/0020-0255(73)90003-0zbMath0248.93024OpenAlexW2081311224MaRDI QIDQ2556298

J. E. Sacks, Harold W. Sorenson

Publication date: 1973

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(73)90003-0

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Recursive fading memory smoothing

Cites Work

• A solution of the smoothing problem for linear dynamic systems
• Stochastic processes and filtering theory
• Recursive fading memory filtering
• Recursive fading memory smoothing
• On optimal linear smoothing theory
• On Optimal Fixed Point Linear Smoothing
• A practical nondiverging filter

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