Discrete-time fixed-lag smoothing algorithms

DOI10.1016/0005-1098(73)90071-XzbMATH Open0249.93053MaRDI QIDQ2556828FDOQ2556828

Authors: John Moore 

Publication date: 1973

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

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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