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 Koyama1948.84