DocumentCode
904086
Title
Error bounds in optimum smoothing
Author
Sage, A.P.
Volume
57
Issue
4
fYear
1969
fDate
4/1/1969 12:00:00 AM
Firstpage
725
Lastpage
726
Abstract
Proper choice of prior statistics and mathematical models for optimum filtering and smoothing algorithms are essential for successful operation of control and communication systems in which estimation requirements are present. This letter presents the development of a set of relations which allows the determination of error bounds for the estimation error covariance matrix of fixed-point smoothing and fixed-interval smoothing algorithms for optimum linear estimation.
Keywords
Covariance matrix; Equations; Filtering algorithms; Gaussian noise; Kalman filters; Mathematical model; Noise generators; Smoothing methods; Statistics; Time measurement;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1969.7052
Filename
1448982
Link To Document