Scattering framework for backwards partitioned estimators

DOI10.1080/00207728508926694MaRDI QIDQ3690725zbMATH OpenOpenAlexFDO

Authors Keigo Watanabe

Publication date 1985

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728508926694

zbMATH Keywords

backwards partitioned estimation problemgeneralized Chandrasekhar equationsscattering estimation

Mathematics Subject Classification ID

Scattering theory of linear operators (47A40) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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Cites work

• A note on the use of Chandrasekhar equations for the calculation of the Kalman gain matrix (Corresp.)
• A solution of the smoothing problem for linear dynamic systems
• A unified approach to smoothing formulas
• Dynamical systems and their applications: linear theory
• Multipartitioning linear estimation algorithms: Continuous systems
• On complementary models and fixed-interval smoothing
• On the fixed-interval smoothing problem
• On the Relation of Transmission-Line Theory to Scattering and Transfer
• Optimal linear smoothing : Continuous data case
• Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
• Partitioning identification algorithms
• Scattering theory and linear least-squares estimation, part III: The estimates
• Some new algorithms for recursive estimation in constant linear systems
• Stochastic processes and filtering theory

Cited in

(4)

• Scattering theory and linear state-space estimation
• Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems
• Continuous-time decentralized smoothers based on two-filter form: identical local and global models
• Discrete-time forward-pass smoothers in distributed-sensor networks

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