Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems

DOI10.1080/00207728508926745zbMATH Open0568.93067OpenAlexW1963780983MaRDI QIDQ3686600

Keigo Watanabe

Publication date: 1985

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728508926745

zbMATH Keywords

algorithmscontinuous-time systemsbackward-pass information filterforward-pass fixed-interval smoothermatrix algebraic Lyapunov equation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Matrix equations and identities (15A24) Model systems in control theory (93C99)

Cites Work

• Scattering framework for backwards partitioned estimators
• On complementary models and fixed-interval smoothing
• A Schur method for solving algebraic Riccati equations
• Matrix Quadratic Solutions
• On a Matrix Riccati Equation of Stochastic Control
• Comparison of numerical methods for solving Liapunov matrix equations†
• A contribution to matrix quadratic equations

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