scientific article; zbMATH DE number 800021

MaRDI QIDQ4848091zbMATH OpenFDO

Authors Shixian Pan

Publication date 6 March 1996

zbMATH Keywords

discrete linearKalman filtertwo-filter smoothing

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Recommendations

• Recursive smoothing for discrete-time systems as a filtering problem
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• Two-filter formulae for discrete-time non-linear bayesian smoothing

Cited in

(3)

• Construction and applications of discrete-time smoothing error models
• Recursive filtering and smoothing for reciprocal Gaussian processes-pinned boundary case
• Recursive Update Filtering for Nonlinear Estimation

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