Backwards Markovian models for second-order stochastic processes (Corresp.)

DOI10.1109/TIT.1976.1055570zbMATH Open0334.93037OpenAlexW2088252355MaRDI QIDQ4101696FDOQ4101696

Authors: Lennart Ljung, T. Kailath 

Publication date: 1976

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1976.1055570

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Cited In (15)

• Algorithms for the incorporation of predictive information in surveillance theory†
• Two filter smoothing formulae by diagonalization of the Hamiltonian equations†
• A unified approach to smoothing formulas
• Direct approach to two-filter smoothing formulas†
• Backward representation of Markov jump processes and related problems. I. Optimal linear estimation
• Scattering theory and linear least squares estimation. II: Discrete-time problems
• Information thermodynamics for interacting stochastic systems without bipartite structure
• Two-filter formulae for discrete-time non-linear bayesian smoothing
• Forward and backward Markovian state space models of second order process
• Discrimination between replay attacks and sensor faults for cyber-physical systems via event-triggered communication
• A realization approach to stochastic model reduction
• On the fixed-interval smoothing problem
• Title not available (Why is that?)
• Reverse-time diffusion equation models
• Reduced-complexity LQR design using canonical correlation analysis

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