Decentralized two-filter smoothing algorithms in discrete-time systems

DOI10.1080/00207178608933582zbMath0594.93067OpenAlexW1993584097MaRDI QIDQ3725989

Keigo Watanabe

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933582

zbMATH Keywords

discrete Hamiltonian systemdecentralized smoothinglocal filtered estimates

Mathematics Subject Classification ID

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) Large-scale systems (93A15)

Related Items (2)

A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties ⋮ Construction and applications of discrete-time smoothing error models

Cites Work

• A scattering framework for decentralized estimation problems
• Scattering theory and linear least squares estimation. II: Discrete-time problems
• A solution of the smoothing problem for linear dynamic systems
• Stochastic processes and filtering theory
• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Combining and updating of local estimates and regional maps along sets of one-dimensional tracks
• Computation and transmission requirements for a decentralized linear-quadratic-Gaussian control problem

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