Fixed-point smoothing algorithm for discrete multiplicative systems
type: Item
instance of: scholarly article
title: Fixed-point smoothing algorithm for discrete multiplicative systems
zbMATH Open document ID: 0651.93075
DOI: 10.1007/BF00941062
published in: Journal of Optimization Theory and Applications
publication date: 1989-01-01T00:00:00Z
review text: A fixed-point smoothing algorithm is proven for discrete-time systems with additive and multiplicative noise in the plant and measurement equations. Such systems, although linear, differ in a number of aspects from systems with only additive noise. The algorithm depends on the multiplicative terms, as expected. Steady-state results are derived.
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 4062977
zbMATH Keywords: fixed-point smoothing algorithm
zbMATH Keywords: discrete-time systems
zbMATH Keywords: multiplicative noise
author: Yannis A. Phillis
MaRDI profile type: Publication
cites work: Q4102800
cites work: A smoothing algorithm for systems with multiplicative noise
cites work: Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics
cites work: Stochastic processes and filtering theory
cites work: Q5632433
cites work: Q4401802
full work available at URL: https://doi.org/10.1007/bf00941062
OpenAlex ID: W2069738232
description: scientific article; zbMATH DE number 4062977