Complementary models and smoothing

DOI10.1109/9.35809zbMath0697.60046OpenAlexW2129917680MaRDI QIDQ3473901

Reuven Ackner, Thomas Kailath

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.35809

zbMATH Keywords

complementary modelsforwards and backwards Markovian modelstwo-filter smoothing formula

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Smoothing for multipoint boundary value models

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