Forward-pass Bryson-Frazier smoother in discret-time systems
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Publication:3990929
DOI10.1080/00207729208949189zbMath0744.93068MaRDI QIDQ3990929
Publication date: 28 June 1992
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729208949189
93C55: Discrete-time control/observation systems
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Cites Work
- Stochastic models, estimation, and control. Vol. 1
- Supplement to 'A survey of data smoothing'
- A solution of the smoothing problem for linear dynamic systems
- On complementary models and fixed-interval smoothing
- On the relationship between the Lagrange multiplier method and the two-filter smoother
- Discrete-time complementary models and smoothing algorithms: The correlated noise case