Abstract
This paper provides an easily accessible introduction to the results of a previous study by the authors; many of the results are presented here without proofs. However, the authors have tried to rearrange the material, changing the logical order in which various topics are introduced, and occasionally they regard the results from a somewhat different angle. This has been done to increase the present paper's usefulness as a complement to their earlier paper. 51 The work reported here is aimed at providing a theory of smoothing in the context of stochastic realization theory. This approach enables the authors to obtain stochastic interpretations of many important smoothing formulas and to explain the relationship between them. In this paper, the authors only consider one such formula, namely the Mayne-Fraser two-filter formula, which has a very natural interpretation in the stochastic realization setting; the authors refer the reader to their earlier study for further results. As a by-product, the authors also obtain certain results on the stochastic realization problem itself.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 505-510, 510A |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| State | Published - 1979 |
| Event | Proc IEEE Conf Decis Control Incl Symp Adapt Processes 18th - Fort Lauderdale, FL, USA Duration: Dec 12 1979 → Dec 14 1979 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization