Optimal linear smoothing : Continuous data case

DOI10.1080/00207177308932437zbMath0256.93056OpenAlexW2013890716MaRDI QIDQ5671880

Demetrios G. Lainiotis

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1080/00207177308932437

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (8)

Partitioning filters ⋮ Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ Parallel smoothing ⋮ Partitioned estimation algorithms. I: Nonlinear estimation ⋮ Partitioned estimation algorithms. II: Linear estimation ⋮ A unified approach to smoothing formulas ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ Scattering framework for backwards partitioned estimators

Cites Work

• A solution of the smoothing problem for linear dynamic systems
• On Optimal Fixed Point Linear Smoothing

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