Generalized fixed-interval smoothers for discrete-time systems

DOI10.1080/00207729208949401zbMATH Open0778.93073OpenAlexW1965796281MaRDI QIDQ4020643FDOQ4020643

Authors Keigo Watanabe, Spyros G. Tzafestas 

Publication date 17 January 1993

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729208949401

zbMATH Keywords

Markovian modelsfixed-interval smoothing problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

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Cites work

• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• A further note on backwards Markovian models (Corresp.)
• A new computationally efficient fixed-interval, discrete-time smoother
• A scattering framework for decentralized estimation problems
• A solution of the smoothing problem for linear dynamic systems
• A unified approach to smoothing formulas
• Abstract Dynamic Programming Models under Commutativity Conditions
• Algorithms for the incorporation of predictive information in surveillance theory†
• Combining and updating of local estimates and regional maps along sets of one-dimensional tracks
• Discrete-time complementary models and smoothing algorithms: The correlated noise case
• Estimation for boundary-value descriptor systems
• Lectures on linear least-squares estimation
• Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
• Multivariate reciprocal stationary Gaussian processes
• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Reciprocal Processes: The Stationary Gaussian Case
• Smoothing error dynamics and their use in the solution of smoothing and mapping problems
• Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
• Stochastic processes and filtering theory

Cited in

(6)

• Backward-pass multiple model adaptive filtering for a fixed-interval smoother
• Two-filter formulae for discrete-time non-linear bayesian smoothing
• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• Recursive smoothing for discrete-time systems as a filtering problem
• A square-root fixed-interval discrete-time smoother
• Fixed interval smoothing for state space models

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