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Two-filter formulae for discrete-time non-linear bayesian smoothing

 

作者: YORAM BRESLER,  

 

期刊: International Journal of Control  (Taylor Available online 1986)
卷期: Volume 43, issue 2  

页码: 629-641

 

ISSN:0020-7179

 

年代: 1986

 

DOI:10.1080/00207178608933489

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Two-filler formulae for the Bayes solution of the fixed-interval discrete-time nonlinear smoothing problem are obtained. The smoothed aposterioridensity is computed under the assumptions of a general Markov signal observed through a general memoryless noisy channel. The case where there is feedback from the observation to the signal is also considered. The derived algorithms complement a two-pass algorithm obtained under somewhat more restrictive assumptions by Askar and Derin (1981). Known smoothing results for the linear gaussian case are interpreted in the light of the general bayesian results

 

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