Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 37th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 2005, Ibaraki, Osaka)
On a smoother of discrete-time linear stochastic systems with unknown disturbances
Akio Tanikawa
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Keywords: stochastic systems, smoother, optimal filter, unknown inputs
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2006 Volume 2006 Pages 6-11

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Abstract
We consider discrete-time linear stochastic systems with unknown disturbances and study a smoothing problem for those systems. We derive a smoothing algorithm by applying the optimal filter obtained in our previous work to an augmented system.
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© 2006 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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