Minimal realization and dynamic properties of optimal smoothers

IEEE Transactions on Automatic Control

Volumn 45, Issue 11, 2000, Pages 2028-2046

  Ferrante, Augusto ^a,b   Picci, Giorgio ^a,c  

^a IEEE

^b POLITECNICO DI MILANO   (Italy)

^c UNIVERSITY OF PADOVA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CASCADE CONTROL SYSTEMS; ERROR ANALYSIS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; POLES AND ZEROS; RICCATI EQUATIONS; SIGNAL FILTERING AND PREDICTION; STATE ESTIMATION; STATE SPACE METHODS;

COVARIANCE MATRIX; LINEAR FILTER; MAYNE-FRASER FILTER; OPTIMAL SMOOTHERS; POLE STRUCTURE; SMOOTHING ALGORITHM; STOCHASTIC REALIZATION THEORY; WHITENING FILTER; WIENER-HOPF FACTORIZATION; ZERO STRUCTURE;

OPTIMAL CONTROL SYSTEMS;

EID: 0034318326     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.887625     Document Type: Article

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