A new finite-time linear smoothing filter

DOI10.1080/00207728008967083zbMath0456.93058OpenAlexW1982022027MaRDI QIDQ3905186

M. J. Grimble

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/00207728008967083

zbMATH Keywords

smoothing filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Model systems in control theory (93C99)

Related Items (1)

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• Transfer function approach to the fixed-point continuous smoothing problem
• Solution of the Kalman filtering problem for stationary noise and finite data records
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems
• Optimal linear filtering and lagging filtering of coloured noise
• On smoothing in linear discrete systems with time delays†
• On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise

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