Asymptotic Optimality of the Minimum-Variance Fixed-Interval Smoother

DOI10.1109/TSP.2006.889402MaRDI QIDQ4564475zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Garry A. Einicke

Publication date 12 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2006.889402

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Fixed-point smoothing of scalar diffusions. II: The error of the optimal smoother
• Minimal realization and dynamic properties of optimal smoothers
• Fully smoothed \(\ell_1\)-\(TV\) models: bounds for the minimizers and parameter choice
• Asymptotically efficient smoothing in the Wicksell problem under squared losses

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