On optimal stochastic control with smoothed information
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Kriging filters for space-time interpolation
2002, Advances in Imaging and Electron PhysicsCitation Excerpt :This algorithm is best for off-line use after all observations have been collected. We refer to this as temporal smoothing, which is the terminology adopted by the Kalman filtering community (e.g., Lindquist, 1968). Then, minimizing the error variance can be accomplished by individually mini-mizing both terms in this equation.
Discrete-time fixed-lag smoothing algorithms
1973, AutomaticaOptimal control of linear stochastic systems with applications to time lag systems
1973, Information SciencesThe separation principle in stochastic control, redux
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2012, Proceedings of the IEEE Conference on Decision and ControlA framework for discrete-time H<inf>2</inf> preview control
2010, Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME
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