liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Two Filter Smooting Formulae by Diagonalization of the Hamiltonian Equations
Stanford University, CA, USA.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1982 (English)In: International Journal of Control, ISSN 0020-7179, E-ISSN 1366-5820, Vol. 36, no 4, 663-673 p.Article in journal (Refereed) Published
Abstract [en]

We present a new approach to two filter smoothing formulae via diagonalization of the general time variant hamiltonian equations of the linear estimation problem. This approach shows the special role of the famous Mayno-Fraser two filter formulae and also provides insight into certain invariance properties of backwards Kalman filter estimates.

Place, publisher, year, edition, pages
Taylor & Francis, 1982. Vol. 36, no 4, 663-673 p.
Keyword [en]
Filter smoothing formulae, Hamiltonian equations, Linear estimation, Mayno-Fraser, Kalman filter
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-102222DOI: 10.1080/00207178208932922OAI: oai:DiVA.org:liu-102222DiVA: diva2:675516
Available from: 2013-12-04 Created: 2013-12-04 Last updated: 2017-12-06

Open Access in DiVA

No full text

Other links

Publisher's full text

Authority records BETA

Ljung, Lennart

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
In the same journal
International Journal of Control
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 46 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf