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Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems - MaRDI portal

Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems (Q3686600)

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Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems
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    Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems (English)
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    1985
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    matrix algebraic Lyapunov equation
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    forward-pass fixed-interval smoother
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    backward-pass information filter
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    continuous-time systems
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    algorithms
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