A stable fixed lag smoothing algorithm
- 31 May 1973
- journal article
- research article
- Published by Elsevier in Automatica
- Vol. 9 (3) , 393-397
- https://doi.org/10.1016/0005-1098(73)90064-2
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
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- Stability properties of Kalman-Bucy filtersJournal of the Franklin Institute, 1971
- A note on the maximum likelihood state estimation of linear discrete systems with multiple time delaysIEEE Transactions on Automatic Control, 1971
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- Conditions for asymptotic stability of the discrete minimum-variance linear estimatorIEEE Transactions on Automatic Control, 1968
- An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noiseIEEE Transactions on Automatic Control, 1968
- Solutions to the linear smoothing problemIEEE Transactions on Automatic Control, 1963