Smoothing as an improvement on filtering in high noise

Systems and Control Letters

Volumn 8, Issue 1, 1986, Pages 51-54

  Moore, J B ^a   Teo, K L ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Estimation; Filtering; Linear stochastic systems; Smoothing

Indexed keywords

CONTROL SYSTEMS, LINEAR - ESTIMATION; CONTROL SYSTEMS, STOCHASTIC - ESTIMATION; SIGNAL FILTERING AND PREDICTION;

ESTIMATION; LINEAR STOCHASTIC SYSTEMS; SMOOTHING;

SIGNAL PROCESSING;

EID: 0022792645     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6911(86)90029-0     Document Type: Article

References (2)

1. Smoothing as an improvement on filtering: a universal bound