Derivation of fixed interval smoothing formulas

DOI10.1016/0893-9659(96)00006-7zbMath0853.93100OpenAlexW2088443810MaRDI QIDQ1921157

Inge Söderkvist

Publication date: 12 January 1997

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(96)00006-7

zbMATH Keywords

Hilbert spacesprojection theoremfixed internal smoothing

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Cites Work

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• A direct derivation of the interpolation smoother
• A geometrical derivation of the fixed interval smoothing algorithm

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