ON LINEAR SMOOTHING PROBLEM

被引：10

作者：

WILLMAN, WW

机构：

[1] Dept. of Elec. Engrg., Applied Physics, Harvard University, Cambridge, Mass.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 01期

关键词：

D O I：

10.1109/TAC.1969.1099108

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The solution to the smoothing problem for a linear discrete-time system can be obtained directly from Kalman filtering theory by first converting it into a special case of the standard linear filtering problem. This conversion is accomplished by suitably defining a new state vector which contains all the relevant information about the past history of the system. © 1969 IEEE. All rights reserved.

引用

页码：116 / &