On the representation of optimal fixed-lag smoothers for continuous-time random processes

DOI10.1080/00207177908922786zbMath0432.93056OpenAlexW2073254979MaRDI QIDQ3870803

J. S. Meditch

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/00207177908922786

zbMATH Keywords

continuous-time random processesrepresentation of optimal fixed-lag smoothers

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Cites Work

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• On the stability of fixed-lag smoothing algorithms
• Stability properties of Kalman-Bucy filters
• The fixed-lag smoother as a stable finite-dimensional linear system
• Discrete-time fixed-lag smoothing algorithms
• On optimal stochastic control with smoothed information
• Design procedure for stable suboptimal fixed-lag smoothers
• Stable realization of fixed-lag smoothing equations for continuous-time signals

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