Discrete-time complementary models and smoothing algorithms: The correlated noise case

DOI10.1109/TAC.1983.1103251zbMath0506.93068MaRDI QIDQ4744171

Uday B. Desai, Howard L. Weinert, Gene J. Yusypchuk

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

smoothing algorithmdiscrete-time complementary modelscorrelated observation and process noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

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