Some new smoother implementations for discrete-time gaussian reciprocal processes

DOI10.1080/00207179108934207zbMath0768.93083OpenAlexW2006866209MaRDI QIDQ3979755

Bernard C. Levy, Calvin D. Greene

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.1080/00207179108934207

zbMATH Keywords

Gaussian white noisediscrete time Gaussian reciprocal processesdouble-sweep solutionsMayne-Fraser smootheroptimal smoothed estimatesRauch-Tung-Striebel approachsecond-order linear descriptor model

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Gaussian conditionally Markov sequences: modeling and characterization

Cites Work

• Unnamed Item
• A solution of the smoothing problem for linear dynamic systems
• Modeling and estimation of discrete-time Gaussian reciprocal processes
• Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
• Reciprocal Processes: The Stationary Gaussian Case

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