Smoothing estimation of stochastic processes: Two-filter formulas

DOI10.1109/TAC.1982.1102951zbMath0488.93051OpenAlexW2086687884MaRDI QIDQ3950421

Victor Solo

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1982.1102951

zbMATH Keywords

smoothing estimationtwo-filter formulas

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Model systems in control theory (93C99)

Related Items (3)

Computational aspects of sequential Monte Carlo filter and smoother ⋮ Direct approach to two-filter smoothing formulas† ⋮ Two filter smoothing formulae by diagonalization of the Hamiltonian equations†

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