LINEAR SMOOTHING AS AN OPTIMAL-CONTROL PROBLEM

被引：1

作者：

PICCIONI, M

机构：

[1] Seconda Univ di Roma, Rome, Italy, Seconda Univ di Roma, Rome, Italy

来源：

SIGNAL PROCESSING | 1988年 / 15卷 / 01期

关键词：

CONTROL SYSTEMS; LINEAR - CONTROL SYSTEMS; STOCHASTIC;

D O I：

10.1016/0165-1684(88)90029-1

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A characterization of the optimal smoother for a linear stochastic system is given as the optimal trajectory of a related control problem. As a corollary a more direct proof of a known stochastic representation for the minimizer of some regularizing functionals is obtained.

引用

页码：85 / 89

页数：5