Backward-pass multiple model adaptive filtering for a fixed-interval smoother

DOI10.1080/00207178908961252zbMath0668.93077OpenAlexW4237529827MaRDI QIDQ3822080

Keigo Watanabe

Publication date: 1989

Full work available at URL: https://doi.org/10.1080/00207178908961252

zbMATH Keywords

backward-pass fixed-interval smootherbackwards Markovian modelmulti- model adaptive Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

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