Fixed-lag smoothing for nonlinear systems with discrete measurements

DOI10.1016/0020-0255(73)90032-7zbMath0255.60029OpenAlexW2043463761MaRDI QIDQ2558707

Peter K. S. Tam, John B. Moore

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)90032-7

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Smoothing algorithms for nonlinear distributed parameter systems ⋮ Optimal smoothing in discrete-continuous linear and nonlinear systems ⋮ Discrete-time fixed-lag smoothing algorithms

Cites Work

• Stochastic processes and filtering theory
• Discrete-time fixed-lag smoothing algorithms
• Stable realization of fixed-lag smoothing equations for continuous-time signals
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications

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