The optimal smoothing estimators based on the Wiener-Hopf theory

DOI10.1080/00207727908941655zbMath0418.93069OpenAlexW2069947760MaRDI QIDQ3852078

Akira Kikuchi, Takasi Soeda, Shigeru Omatu

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941655

zbMATH Keywords

estimationoptimal smoothinglinear least-squares estimationWiener-Hopf theory

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Unnamed Item
• A unified approach to smoothing formulas
• Modeling, estimation, and their applications for distributed parameter systems
• Linear fixed-point smoothing by using functional analysis
• Orthogonal Projection and Discrete Optimal Linear Smoothing

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