Normalized Optimal Smoothers for a Class of Hidden Generalized Reciprocal Processes

DOI10.1109/TAC.2017.2654963zbMath1390.60272OpenAlexW2577278316MaRDI QIDQ4567040

Langford B. White, Francesco Carravetta

Publication date: 27 June 2018

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

Full work available at URL: https://doi.org/10.1109/tac.2017.2654963

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Data smoothing in stochastic control theory (93E14) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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