An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise
DOI10.1002/MMA.627zbMATH Open1070.62078OpenAlexW2130453218WikidataQ59552536 ScholiaQ59552536MaRDI QIDQ5695875FDOQ5695875
Authors: Seiichi Nakamori, R. Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez, José Domingo Jiménez-López 
Publication date: 6 October 2005
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.627
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Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Least squares and related methods for stochastic control systems (93E24) Data smoothing in stochastic control theory (93E14)
Cites Work
Cited In (14)
- Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations
- Title not available (Why is that?)
- On the asymptotic stability of boundary trajectories
- Smoothing innovations and data association with IPDA
- Title not available (Why is that?)
- Recursive algorithms for Bayes smoothing with uncertain observations
- Different approaches for state filtering in nonlinear systems with uncertain observations
- Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty
- Signal polynomial smoothing from correlated interrupted observations based on covariances
- Fixed-point smoothing with non-independent uncertainty using covariance information
- Easy recipes for cooperative smoothing
- Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
- Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise
- Smoothing algorithm for linear systems with general correlated measurement noises
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