Scattering framework for backwards partitioned estimators
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Publication:3690725
DOI10.1080/00207728508926694zbMath0572.93069OpenAlexW1995574946MaRDI QIDQ3690725
Publication date: 1985
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728508926694
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Scattering theory of linear operators (47A40)
Related Items (3)
Continuous-time decentralized smoothers based on two-filter form: identical local and global models ⋮ Discrete-time forward-pass smoothers in distributed-sensor networks ⋮ Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems
Cites Work
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- Partitioning identification algorithms
- Scattering theory and linear least-squares estimation, part III: The estimates
- On the fixed-interval smoothing problem
- A note on the use of Chandrasekhar equations for the calculation of the Kalman gain matrix (Corresp.)
- Some new algorithms for recursive estimation in constant linear systems
- Optimal linear smoothing : Continuous data case
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