Generalized Kalman smoothing: modeling and algorithms
From MaRDI portal
Publication:1678609
DOI10.1016/j.automatica.2017.08.011zbMath1375.93144arXiv1609.06369OpenAlexW2963869366MaRDI QIDQ1678609
Lennart Ljung, Gianluigi Pillonetto, James V. Burke, Aurélie C. Lozano, Aleksandr Y. Aravkin
Publication date: 17 November 2017
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.06369
Kalman smoothinggeneral statistical models for dynamic systemsMayne-Fraser algorithmsnonsmooth convex penaltiesRauch-Tung-Striebel allgorithms
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