NONLINEAR FIXED-LAG SMOOTHER FOR FINITE-STATE MARKOV-PROCESSES

被引：13

作者：

CLEMENTS, D ^{[1
]}

ANDERSON, BDO ^{[1
]}

机构：

[1] UNIV NEWCASTLE, DEPT ELECT ENGN, NEWCASTLE, NEW S WALES, AUSTRALIA

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1975年 / 21卷 / 04期

关键词：

D O I：

10.1109/TIT.1975.1055410

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：446 / 452

页数：7

共 16 条

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[2]

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[3] FIXED-LAG SMOOTHER AS A STABLE FINITE-DIMENSIONAL LINEAR SYSTEM [J].

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ANDERSON, BD .

AUTOMATICA, 1971, 7 (06) :657-+

[4]

CHIRARATTANON S, 1973, IEEE T INFORM THEORY, V19, P25

[5] WELL-BEHAVED ITO EQUATIONS WITH SIMULATIONS THAT ALWAYS MISBEHAVE [J].

CLEMENTS, DJ ;

ANDERSON, BD .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (06) :676-677

[6] INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .3. NONLINEAR ESTIMATION IN WHITE GAUSSIAN NOISE [J].

FROST, PA ;

KAILATH, T .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (03) :217-&

[7] AN INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .2. LINEAR SMOOTHING IN ADDITIVE WHITE NOISE [J].

KAILATH, T ;

FROST, P .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) :655-&

[8]

KUSHNER HJ, 1964, SIAM J CONTROL, V2, P106

[9]

Meditch J. S., 1967, J INFORM CONTR, V10, P598

[10] DISCRETE-TIME FIXED-LAG SMOOTHING ALGORITHMS [J].

MOORE, JB .

AUTOMATICA, 1973, 9 (02) :163-173

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