A new computationally efficient fixed-interval, discrete-time smoother
DOI10.1016/0005-1098(83)90005-5zbMATH Open0544.93072OpenAlexW2167395017MaRDI QIDQ797559FDOQ797559
Authors: Gerald J. Bierman 
Publication date: 1983
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(83)90005-5
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Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99) Data smoothing in stochastic control theory (93E14)
Cites Work
- Title not available (Why is that?)
- Factorization methods for discrete sequential estimation
- A solution of the smoothing problem for linear dynamic systems
- Sequential square root filtering and smoothing of discrete linear systems
- Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
- A survey of data smoothing for linear and nonlinear dynamic systems
- A view of three decades of linear filtering theory
- Supplement to 'A survey of data smoothing'
- The treatment of bias in the square-root information filter/smoother
- Square-root information filtering and smoothing for precision orbit determination
- Fixed interval smoothing with discrete measurements
Cited In (11)
- Application of spectral factorization to the linear discrete-time fixed-point smoothing problem
- Fixed-interval smoother in the identification of time-varying dynamics
- A finite memory structure smoother with recursive form using forgetting factor
- Multipoint smoothing algorithm for discrete linear systems
- Fixed interval smoothing - Revisited
- Generalized fixed-interval smoothers for discrete-time systems
- A new forward-pass fixed-interval smoother using the U-D information matrix factorization
- A quadratic-time algorithm for smoothing interval functions
- Robust continuous-time smoothers without two-sided stochastic integrals
- A square-root fixed-interval discrete-time smoother
- Kalman smoothing via auxiliary outputs
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