Smoothing as an improvement on filtering in high noise

DOI10.1016/0167-6911(86)90029-0zbMath0598.93061OpenAlexW2045975318MaRDI QIDQ1080405

John B. Moore, Kok Lay Teo

Publication date: 1986

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(86)90029-0

zbMATH Keywords

signal filteringsignal smoothingsignal estimatesmoothing in high noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Cites Work

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• The fixed-lag smoother as a stable finite-dimensional linear system

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