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

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zbMATH Keywords

Markovian modelsfixed-interval smoothing problem

Mathematics Subject Classification ID

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

Cites Work

• Stochastic processes and filtering theory
• A solution of the smoothing problem for linear dynamic systems
• Reciprocal Processes: The Stationary Gaussian Case
• Lectures on linear least-squares estimation
• Title not available (Why is that?)
• A unified approach to smoothing formulas
• Combining and updating of local estimates and regional maps along sets of one-dimensional tracks
• Abstract Dynamic Programming Models under Commutativity Conditions
• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Discrete-time complementary models and smoothing algorithms: The correlated noise case
• A new computationally efficient fixed-interval, discrete-time smoother
• A scattering framework for decentralized estimation problems
• Estimation for boundary-value descriptor systems
• Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
• Multivariate reciprocal stationary Gaussian processes
• Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
• A further note on backwards Markovian models (Corresp.)
• Algorithms for the incorporation of predictive information in surveillance theory†
• Smoothing error dynamics and their use in the solution of smoothing and mapping problems

Cited In (6)

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

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