A Note on Two-Filter Smoothing Formulas

DOI10.1109/TAC.2008.919520zbMath1367.93646OpenAlexW2001399218MaRDI QIDQ4974195

Soo Hee Han, Kwon, Wook Hyun

Publication date: 8 August 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2008.919520

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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