A Continuous-Time Recursive Fixed-Lag Smoother Converging in Finite Time

DOI10.1109/TAC.2009.2017964zbMath1367.93689OpenAlexW2150701717MaRDI QIDQ4974659

Kwon, Wook Hyun, Soo Hee Han, Bo Kyu Kwon

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.2009.2017964

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

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