Orthogonal Projection and Discrete Optimal Linear Smoothing

DOI10.1137/0305006MaRDI QIDQ5532096zbMATH OpenOpenAlexFDO

Authors J. S. Meditch

Publication date 1967

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0305006

zbMATH Keywords

statistics

Cited in

(12)

• A local linearization approach to nonlinear filtering
• The optimal smoothing estimators based on the Wiener-Hopf theory
• Error analysis on the initial state reconstruction problem
• On smoothing in linear discrete systems with time delays†
• The Kalman-Bucy method of optimal filtering and its generalizations
• An application of the information theory to the fixed-point smoothing problems
• Optimal linear filtering and lagging filtering of coloured noise
• On the theory of discrete systems
• Partitioned estimation algorithms. II: Linear estimation
• On optimal stochastic control with smoothed information
• A state-space approach to optimum postfiltering of sampled data
• A survey of data smoothing for linear and nonlinear dynamic systems

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