Title :
Stochastic differential equations for linear smoothing problems
Author :
Madhavan, C. E Veni ; Viswanathan, J.
Author_Institution :
Indian Institute of Science, Bangalore, India
fDate :
4/1/1976 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101178
