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

DOI10.1109/TAC.1979.1102152MaRDI QIDQ3206837zbMATH OpenOpenAlexFDO

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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