Kalman smoothing via auxiliary outputs

DOI10.1016/0005-1098(91)90084-FMaRDI QIDQ807568zbMATH OpenFDO

Authors John Kormylo

Publication date 1991

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

Smoothing splinesBierman's smootherdiscrete-time Kalman smoothers

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A new computationally efficient fixed-interval, discrete-time smoother
• A survey of data smoothing for linear and nonlinear dynamic systems
• A view of three decades of linear filtering theory
• Factorization methods for discrete sequential estimation
• Fixed interval smoothing with discrete measurements
• Supplement to 'A survey of data smoothing'
• White-noise estimators for seismic data processing in oil exploration

Cited in

(6)

• A simple smoothing spline, III
• Fast spline smoothing via spectral factorization concepts
• Pole-assignment fixed-interval Kalman smoother with an exponential stability
• A new computationally efficient fixed-interval, discrete-time smoother
• A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
• On use of the Kalman filter for spatial smoothing

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