Fixed-point smoothing algorithm for discrete multiplicative systems

DOI10.1007/BF00941062zbMath0651.93075OpenAlexW2069738232MaRDI QIDQ1106807

Yannis A. Phillis

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00941062

zbMATH Keywords

discrete-time systemsmultiplicative noisefixed-point smoothing algorithm

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Related Items (1)

On the estimation of the covariance of the continuous multiplicative systems

Cites Work

• Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics
• Stochastic processes and filtering theory
• A smoothing algorithm for systems with multiplicative noise
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