One-step fixed-lag smoothers for Markovian switching systems

DOI10.1109/9.508915zbMath0857.93093OpenAlexW2123842621MaRDI QIDQ4896772

Scott A. Hoffman, William D. Blair, Ronald E. Helmick

Publication date: 22 October 1996

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

Full work available at URL: https://doi.org/10.1109/9.508915

zbMATH Keywords

Markov chainlineardiscrete-timesmoothing algorithmsMarkovian switching systemsGaussian systemsmultiple model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Discrete-time control/observation systems (93C55) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)

Related Items (3)

Tracking of multiple maneuvering targets in clutter using IMM/JPDA filtering and fixed-lag smoothing ⋮ Direct, prediction- and smoothing-based Kalman and particle filter algorithms ⋮ State smoothing in Markov jump systems with lagged mode observation

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