Title | ||
---|---|---|
Projection smoothing for continuous and continuous-discrete stochastic dynamic systems. |
Abstract | ||
---|---|---|
•A novel backward smoothing equation is derived using a projection method.•Our method provides a flexible framework for constructing finite-dimensional smoothers.•This includes a previously developed Gaussian smoother as a special case. |
Year | DOI | Venue |
---|---|---|
2018 | 10.1016/j.sigpro.2017.10.028 | Signal Processing |
Keywords | Field | DocType |
Continuous-discrete filtering,Continuous-discrete smoothing,Projection method | Mathematical optimization,Nonlinear system,Hellinger distance,Filter (signal processing),Projection method,Smoothing,Probability density function,Mathematics,Dynamical system | Journal |
Volume | Issue | ISSN |
144 | C | 0165-1684 |
Citations | PageRank | References |
2 | 0.41 | 6 |
Authors | ||
1 |
Name | Order | Citations | PageRank |
---|---|---|---|
Shinsuke Koyama | 1 | 94 | 8.84 |