首页   按字顺浏览 期刊浏览 卷期浏览 Two filter smoothing formulae by diagonalization of the Hamiltonian equations†
Two filter smoothing formulae by diagonalization of the Hamiltonian equations†

 

作者: THOMAS KAILATH,   LENNART LJUNG,  

 

期刊: International Journal of Control  （Taylor Available online 1982）
卷期: Volume 36, issue 4  

页码: 663-673

 

ISSN:0020-7179

 

年代: 1982

 

DOI:10.1080/00207178208932922

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

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 certaini nvariance properties of backwards Kalman filter estimates.

 

点击下载:  PDF (334KB)



返 回