The Robustness ot the Fixed Point Smoothing Algorithm

DOI10.1080/02522667.1982.10698722MaRDI QIDQ3958370zbMATH OpenOpenAlexFDO

Authors

Publication date 1982

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1982.10698722

zbMATH Keywords

fixed point smoothingforward time computationvariable step-size integration method

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Cites work

• A study in continuous time of the identification of initial conditions and/or parameters of deterministic system by means of a Kalman-type filter
• An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• Initial- and lagging-state observers
• On the stability of fixed-lag smoothing algorithms
• The observability of initial- and lagging-state observers

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