New design of linear least-squares fixed-point smoother using covariance information in continuous systems

DOI10.1080/00207729008910385zbMath0702.93060OpenAlexW2090622041WikidataQ126249089 ScholiaQ126249089MaRDI QIDQ3481613

Seiichi Nakamori

Publication date: 1990

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729008910385

zbMATH Keywords

optimal fixed-point smootherwhite gaussian plus coloured observation noise

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Related Items (4)

Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise ⋮ Design of recursive fixed-point smoother using covariance information in linear discrete-time systems ⋮ Fixed-point smoothing with non-independent uncertainty using covariance information ⋮ New design of estimators using covariance information with uncertain observations in linear discrete-time systems

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