Smoothing error dynamics and their use in the solution of smoothing and mapping problems

DOI10.1109/TIT.1986.1057207zbMath0602.60042OpenAlexW2064206203MaRDI QIDQ3738338

Bernard C. Levy, Martin G. Bello, Alan S. Willsky, David A. Castanon

Publication date: 1986

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1986.1057207

zbMATH Keywords

spatial datamapping problemsHilbert space decomposition ideasMartingale decomposition techniquessmoothed estimates of processesupdating for a two-dimensional random field

Mathematics Subject Classification ID

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) Martingales with continuous parameter (60G44)

Related Items (4)

Decentralized estimation algorithms for a backward pass fixed-interval smoother ⋮ Generalized fixed-interval smoothers for discrete-time systems ⋮ Discrete-time forward-pass smoothers in distributed-sensor networks ⋮ Construction and applications of discrete-time smoothing error models

This page was built for publication: Smoothing error dynamics and their use in the solution of smoothing and mapping problems