Discrete-time fixed-lag smoothing algorithms

DOI10.1016/0005-1098(73)90071-XMaRDI QIDQ2556828zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3208193 (Why is no real title available?)
• scientific article; zbMATH DE number 3326154 (Why is no real title available?)
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• A square root formulation of the Kalman covariance equations.
• Fixed-lag smoothing for nonlinear systems with discrete measurements
• On optimal stochastic control with smoothed information
• On smoothing in linear discrete systems with time delays†
• On the Separation Theorem of Stochastic Control
• Stochastic processes and filtering theory
• The fixed-lag smoother as a stable finite-dimensional linear system

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
• An efficient fixed-lag smoothing algorithm for discrete linear systems
• A new finite-time linear smoothing filter
• 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
• scientific article; zbMATH DE number 4020986 (Why is no real title available?)
• Study of a fixed-lag Kalman smoother for input and state estimation in vibrating structures
• Block diagonally dominant positive definite approximate filters and smoothers
• Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems
• A state-space approach to optimum postfiltering of sampled data

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