Linear smoothing for discrete-time systems in the presence of correlated disturbances and uncertain observations

DOI10.1109/9.402248zbMath0832.93060OpenAlexW2046715560WikidataQ59552676 ScholiaQ59552676MaRDI QIDQ4850500

Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 5 March 1996

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

Full work available at URL: https://doi.org/10.1109/9.402248

zbMATH Keywords

smootherlineardiscreteleast mean-squared error

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Related Items (6)

Quadratic estimation from uncertain observations with white plus coloured noises using covariance information ⋮ Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty ⋮ Fixed-point smoothing with non-independent uncertainty using covariance information ⋮ Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems ⋮ Signal estimation with nonlinear uncertain observations using covariance information ⋮ Fixed-interval smoothing problem from uncertain observations with correlated signal and noise

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