Title :
On the linear smoothing problem
Author_Institution :
Harvard University, Cambridge, MA, USA
fDate :
2/1/1969 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099108
