Decentralized two-filter smoothing algorithms in discrete-time systems

DOI10.1080/00207178608933582zbMath0594.93067MaRDI QIDQ3725989

Keigo Watanabe

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933582

zbMATH Keywords

discrete Hamiltonian system; decentralized smoothing; local filtered estimates

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

93E14: Data smoothing in stochastic control theory

93A15: Large-scale systems

Related Items

Construction and applications of discrete-time smoothing error models, A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties

Cites Work

• A scattering framework for decentralized estimation problems
• Scattering theory and linear least squares estimation. II: Discrete-time problems
• A solution of the smoothing problem for linear dynamic systems
• Stochastic processes and filtering theory
• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Combining and updating of local estimates and regional maps along sets of one-dimensional tracks
• Computation and transmission requirements for a decentralized linear-quadratic-Gaussian control problem