Continuous-time decentralized smoothers based on two-filter form: identical local and global models

DOI10.1080/00207728608926866zbMath0605.93065OpenAlexW2098525310MaRDI QIDQ3744079

Keigo Wanatabe

Publication date: 1986

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728608926866

zbMATH Keywords

continuous-timetwo-filter formulacentral processordecentralized smoothing algorithmsforward and backward filtertwo local processors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• A scattering framework for decentralized estimation problems
• A solution of the smoothing problem for linear dynamic systems
• Scattering framework for backwards partitioned estimators
• Combining and updating of local estimates and regional maps along sets of one-dimensional tracks
• Scattering theory and linear least-squares estimation, part III: The estimates
• Computation and transmission requirements for a decentralized linear-quadratic-Gaussian control problem