Nonlinear smoothing: Approximate algorithms

DOI10.1016/0096-3003(79)90006-7zbMath0404.93047OpenAlexW2021443061MaRDI QIDQ1256989

K. Appert

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0096-3003(79)90006-7

zbMATH Keywords

Approximate AlgorithmsNonlinear SmoothingStochastic Linearization

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Data smoothing in stochastic control theory (93E14) Stochastic approximation (62L20)

Cites Work

• Unnamed Item
• Discrete-time fixed-lag smoothing algorithms
• On sub-optimal fixed point and fixed lag smoothing in non-linear systems
• A computational approach to optimal control of stochastic saturating systems
• Application of state space statistical linearization to optimal stochastic control of non-linear systems†
• On filtering and smoothing algorithms for non-linear state estimation†
• Maximum aposteriorifiltering and smoothing algorithms†
• Successive linearization and non-linear smoothing†
• Nonlinear Smoothing Theory
• Formal algorithms for continuous-time non-linear filtering and smoothing†

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