Abstract
It is shown that the problem of recursive smoothing of the past states for discrete-time linear systems can be transformed to a filtering problem by introducing an enlarged state and modifying the system equations. The smoothing equations are then obtained from Kalman filter equations. Equations for the fixed-point time smoothing problem results directly from the filter equations.
| Original language | English |
|---|---|
| Pages (from-to) | 140-141 |
| Number of pages | 2 |
| Journal | IEE Proceedings D: Control Theory and Applications |
| Volume | 131 |
| Issue number | 4 pt D |
| DOIs | |
| Publication status | Published - 1984 |
ASJC Scopus subject areas
- General Engineering
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