Determining the initial states in forward-backward filtering

IEEE Transactions on Signal Processing

Volumn 44, Issue 4, 1996, Pages 988-992

  Gustafsson, Fredrik ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

DIGITAL FILTERS; MATRIX ALGEBRA; STATE ESTIMATION; VECTORS;

FORWARD BACKWARD FILTERING; NONCAUSAL FILTERS; OFFLINE FILTERING;

SIGNAL FILTERING AND PREDICTION;

EID: 0030128465     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.492552     Document Type: Article

References (2)

1. T. Kailath Lectures on Wiener and Kalman Filtering. Vienna Austria: Springer-Verlag 1981.
2. MATLAB Signal Processing Toolbox User's Guide The MathWorks Inc 1993.