Forward-pass Bryson-Frazier smoother in discret-time systems

DOI10.1080/00207729208949189zbMath0744.93068OpenAlexW2045292139MaRDI QIDQ3990929

Keigo Watanabe

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1080/00207729208949189

zbMATH Keywords

Lagrange multiplier methodsmoothing problemforward-pass Bryson-Frazier smoother

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

Related Items (1)

A new reduction-based LQ control for dynamic systems with a slowly time-varying delay

Cites Work

• Stochastic models, estimation, and control. Vol. 1
• Supplement to 'A survey of data smoothing'
• A solution of the smoothing problem for linear dynamic systems
• On complementary models and fixed-interval smoothing
• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Discrete-time complementary models and smoothing algorithms: The correlated noise case

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