scientific article

zbMath0755.93025MaRDI QIDQ3992041

M. J. Grimble

Publication date: 28 June 1992

Full work available at URL: https://eudml.org/doc/28965

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

self-tuning algorithmoptimal linear fixed lag smoothing problemsimple adaptive smootherWiener smoother

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

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• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• Optimal deconvolution smoother
• A new finite-time linear smoothing filter
• A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
• Transfer function approach to the fixed-point continuous smoothing problem
• A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems
• Dynamic ship positioning using a self-tuning Kalman filter

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