{"title":"The fixed-interval smoother for continuous-time processes","authors":"J. Wall, A. Willsky, N. Sandell","doi":"10.1109/CDC.1980.271822","DOIUrl":null,"url":null,"abstract":"A \"first principles\" argument is used to obtain the Mayne-Fraser two-filter smoother. The built-in asymmetry of the Mayne-Fraser smoother is pointed out, and it is shown how the asymmetry may be removed. Reversed-time Markov models play a key role here in forming a state estimate from future observations.","PeriodicalId":332964,"journal":{"name":"1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"37 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1980-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1980.271822","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
A "first principles" argument is used to obtain the Mayne-Fraser two-filter smoother. The built-in asymmetry of the Mayne-Fraser smoother is pointed out, and it is shown how the asymmetry may be removed. Reversed-time Markov models play a key role here in forming a state estimate from future observations.
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