On Bayesian Fixed-Interval Smoothing Algorithms
نویسندگان
چکیده
منابع مشابه
Fixed-Interval Kalman Smoothing Algorithms in Singular State-Space Systems
Fixed-interval Bayesian smoothing in state-space systems has been addressed for a long time. However, as far as the measurement noise is concerned, only two cases have been addressed so far : the regular case, i.e. with positive definite covariance matrix; and the perfect measurement case, i.e. with zero measurement noise. In this paper we address the smoothing problem in the intermediate case ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2008
ISSN: 0018-9286
DOI: 10.1109/tac.2008.2007858