Discrete-time fixed-lag smoothing algorithms

DOI10.1016/0005-1098(73)90071-XzbMath0249.93053MaRDI QIDQ2556828

John B. Moore

Publication date: 1973

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Related Items

Study of a fixed-lag Kalman smoother for input and state estimation in vibrating structures, The Kalman-Bucy method of optimal filtering and its generalizations, Robust fixed-lag smoothing under model perturbations, An explicit expression for the discrete-time fixed-lag smoothing equation, Gauss, Kalman and advances in recursive parameter estimation, A state-space approach to optimum postfiltering of sampled data, Initial- and lagging-state observers, On the representation of optimal fixed-lag smoothers for continuous-time random processes, Optimal smoothing in discrete-continuous linear and nonlinear systems, Discrete-time estimation in continuous-time communication systems, Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems, Smoothing properties of discrete-time zero-lag Kalman filter, Block diagonally dominant positive definite approximate filters and smoothers, Nonlinear smoothing: Approximate algorithms, A new finite-time linear smoothing filter, Unnamed Item, Fixed-lag smoothing for nonlinear systems with discrete measurements, An efficient fixed-lag smoothing algorithm for discrete linear systems, Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems

Cites Work

• Stochastic processes and filtering theory
• The fixed-lag smoother as a stable finite-dimensional linear system
• On optimal stochastic control with smoothed information
• Fixed-lag smoothing for nonlinear systems with discrete measurements
• A square root formulation of the Kalman covariance equations.
• On the Separation Theorem of Stochastic Control
• On smoothing in linear discrete systems with time delays†
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item