%0 Journal Article
%T Optimal Filtering and Smoothing of a Class of Non-Causal Systems<br>一类非因果系统的最优滤波与平滑
%A Gao Jiang
%A Dai Guanzhong
%A <br>高江
%A 戴冠中
%J 自动化学报
%D 1995
%I 
%X In this paper, minimum variance filtering and smoothing algorithms of a class of non-causal systems are discussed. Using the equivalence theorem of the forward and backward Markovian processes, the conditions for optimal filtering is obtained,and the formulas for optimal filtering and smoothing are given. The algorithm can be applied to a wide range of problems.
%K non-causal systems
%K Markovian processes
%K Kalman filter
%K optimal smoothing<br>非因果系统
%K 最优平滑
%K 马氏过程
%K 最优滤波
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=72DBC7226544C3A85F2BDCBFB6C3E1DA&yid=BBCD5003575B2B5F&vid=659D3B06EBF534A7&iid=B31275AF3241DB2D&sid=09F7C8D609E885AE&eid=08B2E838F29A693A&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=0