An efficient fixed-lag smoothing algorithm for discrete linear systems

DOI10.1016/0005-1098(74)90058-2zbMath0286.93039OpenAlexW2092991195MaRDI QIDQ1845692

Gerald J. Bierman

Publication date: 1974

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(74)90058-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Fixed-lag smoothing in the identification of time-varying systems with unknown dead time ⋮ The Kalman-Bucy method of optimal filtering and its generalizations ⋮ Optimal smoothing in discrete-continuous linear and nonlinear systems

Cites Work

• Unnamed Item
• A survey of data smoothing for linear and nonlinear dynamic systems
• Discrete-time fixed-lag smoothing algorithms
• A stable fixed lag smoothing algorithm
• Fixed interval smoothing with discrete measurements

This page was built for publication: An efficient fixed-lag smoothing algorithm for discrete linear systems