Steady-State Covariance Analysis for a Forward-Pass Fixed-Interval Smoother

DOI10.1115/1.3143755MaRDI QIDQ3752275zbMATH OpenOpenAlexFDO

Authors Keigo Watanabe

Publication date 1986

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3143755

zbMATH Keywords

algorithmdiscrete-time linear systemsforward-pass-fixed-interval smoothersteady state error covariance equation

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)

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