• DocumentCode
    799575
  • Title

    On the linear smoothing problem

  • Author

    Willman, W.

  • Author_Institution
    Harvard University, Cambridge, MA, USA
  • Volume
    14
  • Issue
    1
  • fYear
    1969
  • fDate
    2/1/1969 12:00:00 AM
  • Firstpage
    116
  • Lastpage
    117
  • Abstract
    The solution to the smoothing problem for a linear discrete-time system can be obtained directly from Kalman filtering theory by first converting it into a special case of the standard linear filtering problem. This conversion is accomplished by suitably defining a new state vector which contains all the relevant information about the past history of the system.
  • Keywords
    Linear systems; Smoothing methods; Equations; Filtering theory; History; Kalman filters; Matrices; Maximum likelihood detection; Nonlinear filters; Random variables; Smoothing methods; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099108
  • Filename
    1099108
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=799575