Applying a smoothing criterion to the Kalman filter

DOI10.1109/TAC.1978.1101884zbMath0406.93058MaRDI QIDQ4193380

Per Hedelin, Ingvar Jonsson

Publication date: 1978

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

Kalman FilterContinuous and Discrete-Time SystemsOptimal EstimatorSmoothing Criterion

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14) Model systems in control theory (93C99)