On the representation of optimal fixed-lag smoothers for continuous-time random processes
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Publication:3870803
DOI10.1080/00207177908922786zbMath0432.93056OpenAlexW2073254979MaRDI QIDQ3870803
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
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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