Discrete-time fixed-lag smoothing algorithms
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Publication:2556828
DOI10.1016/0005-1098(73)90071-XzbMATH Open0249.93053MaRDI QIDQ2556828FDOQ2556828
Authors: John Moore
Publication date: 1973
Published in: Automatica (Search for Journal in Brave)
Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)
Cites Work
- Stochastic processes and filtering theory
- On the Separation Theorem of Stochastic Control
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- A square root formulation of the Kalman covariance equations.
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- The fixed-lag smoother as a stable finite-dimensional linear system
- Fixed-lag smoothing for nonlinear systems with discrete measurements
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- On smoothing in linear discrete systems with time delays†
- On optimal stochastic control with smoothed information
Cited In (19)
- Gauss, Kalman and advances in recursive parameter estimation
- Optimal smoothing in discrete-continuous linear and nonlinear systems
- Discrete-time estimation in continuous-time communication systems
- Smoothing properties of discrete-time zero-lag Kalman filter
- Nonlinear smoothing: Approximate algorithms
- Fixed-lag smoothing for nonlinear systems with discrete measurements
- On the representation of optimal fixed-lag smoothers for continuous-time random processes
- The Kalman-Bucy method of optimal filtering and its generalizations
- Initial- and lagging-state observers
- Robust fixed-lag smoothing under model perturbations
- A new finite-time linear smoothing filter
- An efficient fixed-lag smoothing algorithm for discrete linear systems
- Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems
- An explicit expression for the discrete-time fixed-lag smoothing equation
- Title not available (Why is that?)
- Study of a fixed-lag Kalman smoother for input and state estimation in vibrating structures
- Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems
- Block diagonally dominant positive definite approximate filters and smoothers
- A state-space approach to optimum postfiltering of sampled data
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