Fixed-point smoothing with non-independent uncertainty using covariance information
DOI10.1080/00207720310001636390zbMATH Open1079.93040OpenAlexW2079398051WikidataQ59552613 ScholiaQ59552613MaRDI QIDQ4653452FDOQ4653452
Authors: Seiichi Nakamori, R. Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez 
Publication date: 7 March 2005
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720310001636390
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Cites Work
- Optimal recursive estimation with uncertain observation
- Linear smoothing for discrete-time systems in the presence of correlated disturbances and uncertain observations
- Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
- Optimal estimation of linear discrete-time systems with stochastic parameters
- Linear recursive state estimators under uncertain observations
- Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise
- Recursive Bayesian estimation with uncertain observation (Corresp.)
- Linear estimation for discrete-time systems in the presence of time-correlated disturbances and uncertain observations
- Discrete optimal linear smoothing for systems with uncertain observations
- Recursive algorithms for linear LMSE estimators under uncertain observations
- New design of linear least-squares fixed-point smoother using covariance information in continuous systems
- Discrete linear recursive smoothing for systems with uncertain observations
- Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
Cited In (12)
- Polynomial fixed-point smoothing of uncertainly observed signals based on covariances
- On fixed-point smoothing for descriptor systems with multiplicative noise and single delayed observations
- Least-squares \(\nu\) th-order polynomial estimation of signals from observations affected by non-independent uncertainty
- New design of estimators using covariance information with uncertain observations in linear discrete-time systems
- Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother
- Linear estimation using covariance information in distributed parameter systems with non-independent uncertainty
- Quadratic estimation of multivariate signals from randomly delayed measurements
- Signal estimation with nonlinear uncertain observations using covariance information
- Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
- Steady-state error covariances of fixed-point smoothers
- Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
- Linear recursive discrete-time estimators using covariance information under uncertain observations
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