Maximum a posteriori filtering and smoothing algorithms†
- 1 April 1970
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 11 (4) , 641-658
- https://doi.org/10.1080/00207177008905947
Abstract
This paper presents the approximate solution of the non-linear two-point boundary value problem for maximum a posteriori estimation. Filtering, fixed point smoothing, fixed interval smoothing, and fixed lag smoothing algorithms are obtained by the discrete invariant embedding procedure. These are tabulated as well as the associated approximate error variances.Keywords
This publication has 1 reference indexed in Scilit:
- On filtering and smoothing algorithms for non-linear state estimation†International Journal of Control, 1970