On complementary models and fixed-interval smoothing

DOI10.1109/TAC.1981.1102735zbMath0573.93074MaRDI QIDQ3691563

Howard L. Weinert, Uday B. Desai

Publication date: 1981

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

zbMATH Keywords

algorithmRiccati equationcomplementary modelsstandard fixed-interval linear smoothing

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Matrix equations and identities (15A24) Probabilistic methods, stochastic differential equations (65C99) Model systems in control theory (93C99)

Related Items (14)

Correspondence A note on efficient smoothing for boundary value models ⋮ Forward-pass Bryson-Frazier smoother in discret-time systems ⋮ Shape estimation of a circular antenna from observations on the boundary ⋮ State-space formulas for the computation of the gap ⋮ Steady-state error covariances of fixed-point smoothers ⋮ Boundary value processes: Estimation and identification ⋮ Smoothing for multipoint boundary value models ⋮ Optimal structurally partitioned filter for undisturbable stochastic systems Part I. Basic theory ⋮ Estimation for boundary-value descriptor systems ⋮ Construction and applications of discrete-time smoothing error models ⋮ Innovation approach to reduced-order estimation of complementary states. ⋮ Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems ⋮ Scattering framework for backwards partitioned estimators ⋮ Two filter smoothing formulae by diagonalization of the Hamiltonian equations†

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