Steady-State Covariance Analysis for a Forward-Pass Fixed-Interval Smoother

DOI10.1115/1.3143755zbMATH Open0611.93062OpenAlexW1967145993MaRDI QIDQ3752275

Keigo Watanabe

Publication date: 1986

Published in: Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3143755

zbMATH Keywords

algorithmdiscrete-time linear systemsforward-pass-fixed-interval smoothersteady state error covariance equation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Analysis of variance and covariance (ANOVA) (62J10)

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