• DocumentCode
    820884
  • Title

    Stochastic differential equations for linear smoothing problems

  • Author

    Madhavan, C. E Veni ; Viswanathan, J.

  • Author_Institution
    Indian Institute of Science, Bangalore, India
  • Volume
    21
  • Issue
    2
  • fYear
    1976
  • fDate
    4/1/1976 12:00:00 AM
  • Firstpage
    269
  • Lastpage
    271
  • Abstract
    Stochastic differential equations for the linear fixed point, fixed interval, and fixed lag smoothing problems are derived using the martingale representation theory.
  • Keywords
    Linear systems, stochastic continuous-time; Smoothing methods; Stochastic differential equations; Delay systems; Differential equations; Integrodifferential equations; Linear systems; Measurement standards; Signal processing; Smoothing methods; Stability; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1976.1101178
  • Filename
    1101178
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=820884