Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models

DOI10.1016/0005-1098(94)90124-4zbMath0825.93963OpenAlexW2083094710MaRDI QIDQ1322814

Kyu Seung Lee, Joon Hwa Lee, Kwon, Wook Hyun

Publication date: 30 May 1994

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)90124-4

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites Work

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