Fast time-invariant implementations for linear least-squares smoothing filters

DOI10.1109/TAC.1979.1102152zbMATH Open0416.93096OpenAlexW2154039843MaRDI QIDQ3206837FDOQ3206837

Authors: Bernard C. Levy, Lennart Ljung, T. Kailath, Martin Morf 

Publication date: 1979

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1979.1102152

zbMATH Keywords

radiative transfer theoryleast-squares smoothinglinear least-squares smoothing filterstime-invariant filterstime-invariant implementations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Cited In (4)

• FIR filters and recursive forms for discrete-time state-space models
• Some alternatives in recursive estimation†
• A two-stage filter for smoothing multivariate noisy data on unstructured grids
• Displacement operator based decompositions of matrices using circulants or other group matrices

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