Recursive algorithms for Bayes smoothing with uncertain observations

DOI10.1109/TAC.1984.1103554MaRDI QIDQ3328424zbMATH OpenOpenAlexFDO

Authors Murat Askar, Haluk Derin

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1984.1103554

zbMATH Keywords

Bayes fixed-interval smoothing algorithmBayes solutionrecursive algorithmssmoothing problem under uncertain observations

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

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Cited in

(3)

• Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations
• On the asymptotic stability of boundary trajectories
• Approximate Bayesian Computation for Smoothing

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