Numerically Robust Fixed-Point Smoothing Without State Augmentation

被引：0

作者：

Krämer, Nicholas ^{[1
]}

机构：

[1] Technical University of Denmark, Kongens Lyngby, Denmark

来源：

关键词：

Fixed-interval smoothing - Fixed-point smoothing - Gaussian smoothing - Initial conditions - Initial state - Numerically robust - Rauch-tung-striebel smoothers - Smoothing algorithms - State augmentation - Times series;

D O I：

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学科分类号：

摘要：

引用

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BISWAS, KK
MAHALANABIS, AK
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1972, AES8 (05) : 676 - +
[2] SENSITIVITY OF A FIXED-POINT SMOOTHING ALGORITHM
SINHA, AK
MAHALANABIS, AK
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1973, AES9 (06) : 912 - 920
[3] FIXED-POINT SMOOTHING IN HILBERT SPACES
OMATU, S
TOMITA, Y
SOEDA, T
INFORMATION AND CONTROL, 1977, 34 (04): : 324 - 338
[4] FIXED-POINT SMOOTHING OF DESCRETE MARKOV PROCESS
KULMAN, NK
KHAMETOV, VM
RADIOTEKHNIKA I ELEKTRONIKA, 1977, 22 (04): : 847 - 849
[5] FIXED-POINT SMOOTHING OF SEQUENTIALLY CORRELATED PROCESSES
NISHIMURA, T
AUTOMATICA, 1972, 8 (02) : 209 - +
[6] FIXED-POINT SMOOTHING ALGORITHM FOR DISCRETE MULTIPLICATIVE SYSTEMS
PHILLIS, YA
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1989, 62 (02) : 333 - 339
[7] FIXED-POINT THEOREMS WITHOUT CONVEXITY
PENOT, JP
BULLETIN DE LA SOCIETE MATHEMATIQUE DE FRANCE, 1979, MEM (60): : 129 - 152
[8] SUBOPTIMAL FIXED-POINT AND FIXED LAG SMOOTHING IN NONLINEAR-SYSTEMS
PRIEMER, R
HUGHES, M
INTERNATIONAL JOURNAL OF CONTROL, 1974, 19 (06) : 1117 - 1127
[9] DUALITY OF LINEAR FIXED-POINT SMOOTHING AND FIXED-TIME CONTROL
SAHA, RK
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1976, 7 (08) : 863 - 877
[10] APPLICATION OF INFORMATION-THEORY TO FIXED-POINT SMOOTHING PROBLEMS
TOMITA, Y
OMATU, S
SOEDA, T
INTERNATIONAL JOURNAL OF CONTROL, 1976, 23 (04) : 525 - 534

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