An explicit expression for the discrete-time fixed-lag smoothing equation

DOI10.1016/0771-050X(82)90066-3zbMath0492.93066OpenAlexW2082300505MaRDI QIDQ1168278

S. Singh

Publication date: 1982

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0771-050x(82)90066-3

zbMATH Keywords

Kalman filteringfixed-lag smoothing equationoptimal estimation in the case of a delay

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) 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) Model systems in control theory (93C99)

Cites Work

• Discrete-time fixed-lag smoothing algorithms
• Unnamed Item

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