GENERALIZED FIXED-INTERVAL SMOOTHERS FOR DISCRETE-TIME-SYSTEMS

WATANABE, K; TZAFESTAS, SG

dc.contributor.author	WATANABE, K	en
dc.contributor.author	TZAFESTAS, SG	en
dc.date.accessioned	2014-03-01T01:08:52Z
dc.date.available	2014-03-01T01:08:52Z
dc.date.issued	1992	en
dc.identifier.issn	0020-7721	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/10710
dc.subject	Discrete Time System	en
dc.subject	Fixed Interval	en
dc.subject.classification	Automation & Control Systems	en
dc.subject.classification	Computer Science, Theory & Methods	en
dc.subject.classification	Operations Research & Management Science	en
dc.subject.other	COMPLEMENTARY MODELS	en
dc.subject.other	RECIPROCAL PROCESSES	en
dc.subject.other	ALGORITHMS	en
dc.subject.other	FACTORIZATION	en
dc.subject.other	INFORMATION	en
dc.title	GENERALIZED FIXED-INTERVAL SMOOTHERS FOR DISCRETE-TIME-SYSTEMS	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/00207729208949401	en
heal.identifier.secondary	http://dx.doi.org/10.1080/00207729208949401	en
heal.language	English	en
heal.publicationDate	1992	en
heal.abstract	The generalized fixed-interval smoothing problem involves predictive information concerning the final state in addition to a priori information concerning the initial state. Forwards and backwards Markovian models which incorporate the predictive and a priori information, respectively, are constructed by simply using the standard smoothing formulae. The generalized backward- or forward-pass fixed-interval smoothing algorithm and two-filter smoothing algorithm are described in a unified manner. It is then shown that the generalized smoothers include as special cases almost all existing smoothers, e.g., Rauch-Tung-Striebel smoother, Mayne-Fraser two-filter smoother, Wall-Willsky-Sandell two-filter smoother and Desai-Weinert-Yusypchuk smoother. Simulation examples are included to illustrate the characteristics of the present fixed-interval smoothers.	en
heal.publisher	TAYLOR & FRANCIS LTD	en
heal.journalName	INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE	en
dc.identifier.doi	10.1080/00207729208949401	en
dc.identifier.isi	ISI:A1992JQ29600008	en
dc.identifier.volume	23	en
dc.identifier.issue	9	en
dc.identifier.spage	1491	en
dc.identifier.epage	1506	en