On the stability of fixed-lag smoothing algorithms

Author:

Kelly Carl N.,Anderson Brian D.O.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Networks and Communications,Signal Processing,Control and Systems Engineering

Reference12 articles.

1. Solutions to the linear smoothing problem;Rauch;IEEE Trans. Aut. Control,1963

2. Stochastic Optimal Linear Estimation and Control;Meditch,1969

3. Estimation in continuous-time nonlinear systems;Frost,1968

4. An innovations approach to least-squares estimation—Part II: Linear smoothing in additive white noise;Kailath;IEEE Trans. Aut. Control,1968

5. State variables, the Fredholm theory, and optimal communications;Baggeroer,1968

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