State-Space Realizations and Optimal Smoothing for Gaussian Generalized Reciprocal Processes

DOI10.1109/TAC.2019.2913725MaRDI QIDQ5211347zbMATH OpenOpenAlexWikidataFDO

Authors Langford B. White, Francesco Carravetta

Publication date 28 January 2020

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

Full work available at URL https://doi.org/10.1109/tac.2019.2913725

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Realizations from input-output data (93B15)

Cited in

(3)

• Syntactic stochastic processes: definitions, models, and related inference problems
• Some new smoother implementations for discrete-time gaussian reciprocal processes
• Correction to “On Gaussian Optimal Smoothing of Nonlinear State Space Models” [Aug 10 1938-1941]

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