Discrete optimal linear smoothing for systems with uncertain observations
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Publication:4062303
DOI10.1109/TIT.1975.1055370zbMath0305.93054MaRDI QIDQ4062303
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Communication theory (94A05)
Related Items (9)
STATE ESTIMATION WITH STACKS AND INTERPOLATING FUNCTIONS FOR DYNAMIC SYSTEMS WITH MISSING OBSERVATIONS AND NONLINEAR INTERFERENCE* ⋮ STATE ESTIMATION FOR GENERAL DYNAMIC SYSTEMS WITH NONLINEAR INTERFERENCE AND MISSING OBSERVATIONS∗ ⋮ Multidimensional state estimation using stacks for dynamic systems with interference ⋮ Finite state machines in state estimation for dynamic systems with and \(n\)th order memory and nonlinear interference ⋮ State smoothing and filtering using a constant memory for dynamic systems with nonlinear interference and missing obvservations ⋮ Fixed-point smoothing with non-independent uncertainty using covariance information ⋮ Finite-state, discrete-time optimization with randomly varying observation quality ⋮ Multi-dimensional state smoothing in the presence of non-linear interference ⋮ On the asymptotic stability of boundary trajectories
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