• DocumentCode
    817887
  • Title

    Backward-forward smoothing interpretation of the a posteriori process noise estimate

  • Author

    Smith, Patrick L.

  • Author_Institution
    Aerospace Corporation, El Segundo, CA, USA
  • Volume
    20
  • Issue
    1
  • fYear
    1975
  • fDate
    2/1/1975 12:00:00 AM
  • Firstpage
    138
  • Lastpage
    139
  • Abstract
    The a posteriori discrete-time process noise estimate is interpreted as the combination of two independent estimates: the a priori estimate (which is white noise) and the optimum estimate based on the observations. Equivalence to previous formulations is demonstrated.
  • Keywords
    Linear systems, stochastic discrete-time; Smoothing methods; Adaptive estimation; Automatic control; Control systems; Differential equations; Filtering; Kalman filters; Smoothing methods; State estimation; Stochastic resonance; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1975.1100881
  • Filename
    1100881
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=817887