Construction and applications of discrete-time smoothing error models

DOI10.1080/00207178908953359zbMath0684.93083OpenAlexW2064011037MaRDI QIDQ4735116

Bernard C. Levy, Martin G. Bello, Alan S. Willsky

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178908953359

zbMATH Keywords

error processdiscrete-time fixed-interval smoothingvalidation of an error model

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Cites Work

• Sequential square root filtering and smoothing of discrete linear systems
• Stochastic processes and filtering theory
• On complementary models and fixed-interval smoothing
• Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
• Decentralized two-filter smoothing algorithms in discrete-time systems
• Smoothing error dynamics and their use in the solution of smoothing and mapping problems
• Combining and updating of local estimates and regional maps along sets of one-dimensional tracks
• Stochastic processes in estimation theory
• Kalman filtering in two dimensions
• A further note on backwards Markovian models (Corresp.)
• Modeling of two-dimensional covariance functions with application to image restoration

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