Recursive smoothing for discrete-time systems as a filtering problem

DOI10.1049/IP-D.1984.0023zbMATH Open0544.93074OpenAlexW4249370909MaRDI QIDQ3335659

Ryszard Gessing

Publication date: 1984

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1984.0023

zbMATH Keywords

Kalman filterRecursive smoothing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

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