Reduced-order estimation Part 2. Smoothing

DOI10.1080/00207178708933853zbMath0624.93065OpenAlexW2055172263MaRDI QIDQ3026882

Craig S. Sims, Ronald E. Helmick, Krishna M. Nagpal

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933853

zbMATH Keywords

continuous-timesuboptimalityreduced-order filtersmean- square smoothing errorreduced-order fixed-interval smoothing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Related Items (3)

An LMI approach to periodic discrete-time unbiased filtering ⋮ Innovation approach to reduced-order estimation of complementary states. ⋮ Innovation approach to reduced-order estimation of complementary states.

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