2-FILTER FORMULAS FOR DISCRETE-TIME NONLINEAR BAYESIAN SMOOTHING

[1] Anderson B. D. O., 1983, Stochastics, V9, P139, DOI 10.1080/17442508308833251

[2] A RECURSIVE ALGORITHM FOR THE BAYES SOLUTION OF THE SMOOTHING PROBLEM [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1981, 26 (02) : 558 - 561

[3] A BAYESIAN APPROACH TO PROBLEMS IN STOCHASTIC ESTIMATION AND CONTROL [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1964, AC 9 (04) : 333 - &

[4] LEONDES CT, 1970, IEEE T SYST SCI CYBE, V6

[5] BACKWARDS MARKOVIAN MODELS FOR 2ND-ORDER STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1976, 22 (04) : 488 - 491

[6] Pardoux E, 1982, STOCHASTICS INT J PR, V6, P193, DOI DOI 10.1080/17442508208833204

[7] MAXIMUM LIKELIHOOD ESTIMATES OF LINEAR DYNAMIC SYSTEMS [J]. AIAA JOURNAL, 1965, 3 (08) : 1445 - &

[8] ON THE FIXED-INTERVAL SMOOTHING PROBLEM. [J]. Stochastics, 1981, 5 (1-2): : 1 - 41

[9] DIRECT APPROACH TO 2-FILTER SMOOTHING FORMULAS [J]. INTERNATIONAL JOURNAL OF CONTROL, 1984, 39 (03) : 517 - 522

[1] Anderson B. D. O., 1983, Stochastics, V9, P139, DOI 10.1080/17442508308833251

[2] A RECURSIVE ALGORITHM FOR THE BAYES SOLUTION OF THE SMOOTHING PROBLEM [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1981, 26 (02) : 558 - 561

[3] A BAYESIAN APPROACH TO PROBLEMS IN STOCHASTIC ESTIMATION AND CONTROL [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1964, AC 9 (04) : 333 - &

[4] LEONDES CT, 1970, IEEE T SYST SCI CYBE, V6

[5] BACKWARDS MARKOVIAN MODELS FOR 2ND-ORDER STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1976, 22 (04) : 488 - 491

[6] Pardoux E, 1982, STOCHASTICS INT J PR, V6, P193, DOI DOI 10.1080/17442508208833204

[7] MAXIMUM LIKELIHOOD ESTIMATES OF LINEAR DYNAMIC SYSTEMS [J]. AIAA JOURNAL, 1965, 3 (08) : 1445 - &

[8] ON THE FIXED-INTERVAL SMOOTHING PROBLEM. [J]. Stochastics, 1981, 5 (1-2): : 1 - 41

[9] DIRECT APPROACH TO 2-FILTER SMOOTHING FORMULAS [J]. INTERNATIONAL JOURNAL OF CONTROL, 1984, 39 (03) : 517 - 522