Fast algorithms for multivariable systems.
Fast algorithms for multivariable systems.
A shift-invariance approach to fast estimation algorithms.
A shift-invariance approach to fast estimation algorithms.
Sequential square root filtering and smoothing of discrete linear systems
Automatica (Journal of IFAC)
A survey of data smoothing for linear and nonlinear dynamic systems
Automatica (Journal of IFAC)
Evaluation of likelihood functions for Gaussian signals
IEEE Transactions on Information Theory
Some new algorithms for recursive estimation in constant linear systems
IEEE Transactions on Information Theory
A view of three decades of linear filtering theory
IEEE Transactions on Information Theory
The modeling of randomly modulated jump processes
IEEE Transactions on Information Theory
Expository & survey paper: A unified approach to smoothing formulas
Automatica (Journal of IFAC)
Paper: A new computationally efficient fixed-interval, discrete-time smoother
Automatica (Journal of IFAC)
| Hi-index | 22.15 |
Some additions and clarifications are presented as a supplement to a recent survey in this journal of smoothing for linear and nonlinear dynamic systems.