Multipoint smoothing algorithm for discrete linear systems

DOI10.2514/3.20501MaRDI QIDQ3486495zbMATH OpenOpenAlexFDO

Authors S. McReynolds

Publication date 1989

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.20501

zbMATH Keywords

discrete sequential filtersmulti-point smoother

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)

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Cited in

(8)

• A direct derivation of the interpolation smoother
• A multiple point boundary smoothing algorithm
• Optimal filtering and smoothing with fixed delay in discrete linear systems for a sparse series of points
• Parallel smoothing
• Smoothing for multipoint boundary value models
• A new computationally efficient fixed-interval, discrete-time smoother
• Fixed-point smoothing algorithm for discrete multiplicative systems
• A smoothing algorithm for systems with multiplicative noise

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