Application of spectral factorization to the linear discrete-time fixed-point smoothing problem
type: Item
instance of: scholarly article
title: Application of spectral factorization to the linear discrete-time fixed-point smoothing problem
zbMATH Open document ID: 0666.93122
DOI: 10.1109/9.16427
published in: IEEE Transactions on Automatic Control
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93B17
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 4091385
zbMATH Keywords: minimum variance steady-state fixed-point smoothing estimate
zbMATH Keywords: linear, discrete-time invariant system
zbMATH Keywords: measurement spectral factor
zbMATH Keywords: z-transform
zbMATH Keywords: colored measurement
zbMATH Keywords: driving noise signals
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1109/9.16427
OpenAlex ID: W2038698855
Recommended article: Covariance factorization algorithms for fixed-interval smoothing of linear discrete dynamic systems
Recommended article: A state-space approach to discrete-time spectral factorization
Recommended article: \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
Recommended article: Q3992041
Recommended article: On Discrete-Time&lt;tex&gt;$H_infty$&lt;/tex&gt;Fixed-Lag Smoothing
Recommended article: Fixed-point smoothing algorithm for discrete multiplicative systems
Recommended article: Parametric decomposition (factorization) of the matrix spectral density and matrix transfer function in optimization problems of discrete-time linear systems
Recommended article: A -spectral factorization approach for H∞ estimation problems in discrete time
Recommended article: A new computationally efficient fixed-interval, discrete-time smoother
Recommended article: Spectral and inner-outer factorizations for discrete-time systems
description: scientific article