The fixed-lag smoother as a stable finite-dimensional linear system
- 30 November 1971
- journal article
- Published by Elsevier in Automatica
- Vol. 7 (6) , 657-669
- https://doi.org/10.1016/0005-1098(71)90004-5
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- On the stability of fixed-lag smoothing algorithmsJournal of the Franklin Institute, 1971
- Stability properties of Kalman-Bucy filtersJournal of the Franklin Institute, 1971
- Properties of optimal linear smoothingIEEE Transactions on Automatic Control, 1969
- An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noiseIEEE 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
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960