Design of recursive fixed-point smoother using covariance information in linear discrete-time systems

DOI10.1080/00207729208949457zbMath0784.93097OpenAlexW1987218681MaRDI QIDQ4027827

Seiichi Nakamori

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1080/00207729208949457

zbMATH Keywords

Kalman filtercovarianceoptimal response functionsrecursive least-square fixed point smootherwhite gaussian observation noise

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Related Items (1)

Fixed-point smoothing with non-independent uncertainty using covariance information

Cites Work

• Unnamed Item
• New design of linear least-squares fixed-point smoother using covariance information in continuous systems
• A new initial-value method for on-line filtering and estimation (Corresp.)

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