RECURSIVE SMOOTHING FOR DISCRETE-TIME SYSTEMS AS A FILTERING PROBLEM.

R. Gessing

doi:10.1049/ip-d.1984.0023

RECURSIVE SMOOTHING FOR DISCRETE-TIME SYSTEMS AS A FILTERING PROBLEM.

R. Gessing

Wydział Automatyki, Elektroniki i Informatyki (RAU)

Wyniki badań: Wkład do czasopisma › Artykuł › recenzja

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Abstrakt

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.

Język oryginału	angielski
Strony (od–do)	140-141
Liczba stron	2
Czasopismo	IEE Proceedings D: Control Theory and Applications
Tom	131
Numer wydania	4 pt D
Identyfikatory DOI	https://doi.org/10.1049/ip-d.1984.0023
Status publikacji	Opublikowano - 1984

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10.1049/ip-d.1984.0023

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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.",

author = "R. Gessing",

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AB - 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.

UR - https://www.scopus.com/pages/publications/0021457699

U2 - 10.1049/ip-d.1984.0023

DO - 10.1049/ip-d.1984.0023

M3 - Article

AN - SCOPUS:0021457699

SN - 0143-7054

VL - 131

SP - 140

EP - 141

JO - IEE Proceedings D: Control Theory and Applications

JF - IEE Proceedings D: Control Theory and Applications

IS - 4 pt D

ER -

RECURSIVE SMOOTHING FOR DISCRETE-TIME SYSTEMS AS A FILTERING PROBLEM.

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