Kalman smoothing via auxiliary outputs

DOI10.1016/0005-1098(91)90084-FzbMATH Open0729.93076MaRDI QIDQ807568FDOQ807568

Authors: John Kormylo 

Publication date: 1991

Published in: Automatica (Search for Journal in Brave)

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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)

Cites Work

• Factorization methods for discrete sequential estimation
• Title not available (Why is that?)
• White-noise estimators for seismic data processing in oil exploration
• 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
• Supplement to 'A survey of data smoothing'
• Fixed interval smoothing with discrete measurements

Cited In (6)

• 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 simple smoothing spline, III
• 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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