Optimal filtering and smoothing with fixed delay in discrete linear systems for a sparse series of points

zbMath0595.93062MaRDI QIDQ1078148

R. T. Yakupov

Publication date: 1986

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Algorithmssmoothingfilteringfixed delaydiscrete linear dynamic systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

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