Fixed interval smoothing for nonlinear continuous time systems
| dc.contributor.author | Anderson, Brian D.O. | en |
| dc.date.accessioned | 2026-01-02T20:41:26Z | |
| dc.date.available | 2026-01-02T20:41:26Z | |
| dc.date.issued | 1972 | en |
| dc.description.abstract | An equation is derived for the probability density of the state of a nonlinear dynamical system, conditioned on measurements over a fixed interval. In deriving the equation, the conditional Fokker Planck equation yielding the probability density of the filtering problem is used several times in a novel way. | en |
| dc.description.sponsorship | * Work supported by the Australian Research Grants Committee. | en |
| dc.description.status | Peer-reviewed | en |
| dc.format.extent | 7 | en |
| dc.identifier.issn | 0019-9958 | en |
| dc.identifier.other | ORCID:/0000-0002-1493-4774/work/174739818 | en |
| dc.identifier.scopus | 0015316810 | en |
| dc.identifier.uri | https://hdl.handle.net/1885/733802972 | |
| dc.language.iso | en | en |
| dc.source | Information and control | en |
| dc.title | Fixed interval smoothing for nonlinear continuous time systems | en |
| dc.type | Journal article | en |
| dspace.entity.type | Publication | en |
| local.bibliographicCitation.lastpage | 300 | en |
| local.bibliographicCitation.startpage | 294 | en |
| local.contributor.affiliation | Anderson, Brian D.O.; Department of Electrical Engineering | en |
| local.identifier.citationvolume | 20 | en |
| local.identifier.doi | 10.1016/S0019-9958(72)90451-2 | en |
| local.identifier.pure | e29ecc21-e41f-458e-b7f0-8680dbe179de | en |
| local.identifier.url | https://www.scopus.com/pages/publications/0015316810 | en |
| local.type.status | Published | en |