Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
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Publication:4027827
DOI10.1080/00207729208949457zbMath0784.93097MaRDI QIDQ4027827
Publication date: 1 April 1993
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729208949457
Kalman filter; covariance; optimal response functions; recursive least-square fixed point smoother; white gaussian observation noise
93B51: Design techniques (robust design, computer-aided design, etc.)
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
93E14: Data smoothing in stochastic control theory
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