A stable fixed lag smoothing algorithm

DOI10.1016/0005-1098(73)90064-2zbMath0253.93044OpenAlexW2080572505MaRDI QIDQ2558264

K. K. Biswas, A. K. Mahalanabis

Publication date: 1973

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(73)90064-2

Mathematics Subject Classification ID

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

Related Items (4)

The Kalman-Bucy method of optimal filtering and its generalizations ⋮ Initial- and lagging-state observers ⋮ Smoothing properties of discrete-time zero-lag Kalman filter ⋮ An efficient fixed-lag smoothing algorithm for discrete linear systems

Cites Work

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• On the stability of fixed-lag smoothing algorithms
• Stability properties of Kalman-Bucy filters
• Optimal smoothing for continuous-time systems with multiple time delays

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