Stable fixed-lag smoothing of continuous time processes.

Surapong Chirarattananon Brian David Outram Anderson

Published in: IEEE Trans. Inf. Theory (1974)

Keyphrases

stochastic processes
markov chain
state space
optimal control
markov processes
real world
database
neural network
machine learning
search engine
case study
optimal solution
dynamical systems
random fields
smoothing algorithm