Some new smoother implementations for discrete-time gaussian reciprocal processes
DOI10.1080/00207179108934207zbMATH Open0768.93083OpenAlexW2006866209MaRDI QIDQ3979755FDOQ3979755
Authors: Calvin D. Greene, Bernard C. Levy 
Publication date: 26 June 1992
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179108934207
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Cites Work
- Title not available (Why is that?)
- A solution of the smoothing problem for linear dynamic systems
- Reciprocal Processes: The Stationary Gaussian Case
- Modeling and estimation of discrete-time Gaussian reciprocal processes
- Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
Cited In (5)
- Nearest-neighbour modelling of reciprocal chains
- Modeling and estimation of discrete-time Gaussian reciprocal processes
- Gaussian conditionally Markov sequences: modeling and characterization
- Estimation for boundary-value descriptor systems
- Recursive filtering and smoothing for reciprocal Gaussian processes-pinned boundary case
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