On optimal linear smoothing theory

DOI10.1016/S0019-9958(67)91040-6MaRDI QIDQ4068537zbMATH OpenFDO

Authors J. S. Meditch

Publication date 1967

Published in Information and Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(12)

• Smoothing properties of discrete-time zero-lag Kalman filter
• Recent advances in the study of distributed parameter systems
• A unified approach to smoothing formulas
• The Kalman-Bucy method of optimal filtering and its generalizations
• Prediction and smoothing for partially observed Markov chains
• Bayesian approach to distributed-parameter filtering and smoothing†
• A robust continuous-time fixed-lag smoother for nonlinear uncertain systems
• Partitioned estimation algorithms. II: Linear estimation
• Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
• Recursive fading memory smoothing
• On optimal stochastic control with smoothed information
• A survey of data smoothing for linear and nonlinear dynamic systems

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