Correspondence A note on efficient smoothing for boundary value models

DOI10.1080/00207179108953631zbMath0753.93023OpenAlexW2081587058MaRDI QIDQ3974240

Howard L. Weinert

Publication date: 25 June 1992

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179108953631

zbMATH Keywords

Riccati equationHamiltonian equationsRiccati transformationstable recursive algorithms

Mathematics Subject Classification ID

Related Items

Smoothing for multipoint boundary value models

Cites Work

• Estimation for boundary-value descriptor systems
• On complementary models and fixed-interval smoothing
• Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
• Smoothing and likelihood ratio for Gaussian boundary value processes