Fixed-interval smoother in the identification of time-varying dynamics

DOI10.1080/00207728908910302zbMath0686.93094OpenAlexW1972071772MaRDI QIDQ4205382

Mohamed Ahmed Fkirin

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00207728908910302

zbMATH Keywords

Lagrange multiplierssmoothing algorithm

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14) Identification in stochastic control theory (93E12)

Cites Work

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• A new computationally efficient fixed-interval, discrete-time smoother
• Identification by a combined smoothing nonlinear programming algorithm
• Recursive methods for off-line identification
• Adaptive parameter estimation for a constrained low-pass system
• Convergence analysis of parametric identification methods
• Discrete-time complementary models and smoothing algorithms: The correlated noise case

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