Kalman smoothing via auxiliary outputs

DOI10.1016/0005-1098(91)90084-FzbMath0729.93076MaRDI QIDQ807568

John Kormylo

Publication date: 1991

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

Smoothing splinesBierman's smootherdiscrete-time Kalman smoothers

Mathematics Subject Classification ID

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

Related Items (1)

Fast spline smoothing via spectral factorization concepts

Cites Work

• Unnamed Item
• A new computationally efficient fixed-interval, discrete-time smoother
• Supplement to 'A survey of data smoothing'
• Factorization methods for discrete sequential estimation
• A survey of data smoothing for linear and nonlinear dynamic systems
• A view of three decades of linear filtering theory
• White-noise estimators for seismic data processing in oil exploration
• Fixed interval smoothing with discrete measurements

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