DocumentCode
3033967
Title
The fixed-interval smoother for continuous-time processes
Author
Wall, J.E. ; Willsky, A.S. ; Sandell, N.T.
Author_Institution
Honeywell, S&RC, Minneapolis, MI
fYear
1980
fDate
10-12 Dec. 1980
Firstpage
385
Lastpage
389
Abstract
A "first principles" argument is used to obtain the Mayne-Fraser two-filter smoother. The built-in asymmetry of the Mayne-Fraser smoother is pointed out, and it is shown how the asymmetry may be removed. Reversed-time Markov models play a key role here in forming a state estimate from future observations.
Keywords
Bayesian methods; Kalman filters; Maximum likelihood estimation; Random variables; State estimation; Steady-state; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location
Albuquerque, NM, USA
Type
conf
DOI
10.1109/CDC.1980.271822
Filename
4046688
Link To Document