New smoothing algorithms based on reversed-time lumped models
From MaRDI portal
Publication:4099928
DOI10.1109/TAC.1976.1101289zbMath0332.93064MaRDI QIDQ4099928
Uday B. Desai, Gursharan Singh Sidhu
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (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) Control/observation systems governed by ordinary differential equations (93C15)
Related Items
Reduced-complexity LQR design using canonical correlation analysis, Forward and backward Markovian state space models of second order process, Reverse-time diffusion equation models, A unifying framework for linear estimation: Generalized partitioned algorithms, A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models, A new finite-time linear smoothing filter, On the fixed-interval smoothing problem, A realization approach to stochastic model reduction
