Smoothing Estimation
Smoothing Estimation is a statistical estimation method that belongs to the class of sequential Bayesian inference techniques, distinguished by its use of future and past observations to refine the estimate of a hidden state at a given time, thereby reducing estimation error in dynamic systems.
169
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12.5K
Citations
341
Authors
242
Institutions
Publications per year
2017–2026
16
Parents
169
Maximum likelihood estimates of linear dynamic systems
Herbert E. Rauch, F. Tung, Charlotte Striebel · AIAA Journal · 1965 · 1.9K citations
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Stanford University
Stanford, United States
4 h-index
5 publications
181 citations

University of British Columbia
Vancouver, Canada
3 h-index
5 publications
1K citations

University of Alberta
Edmonton, Canada
3 h-index
3 publications
143 citations
University of Tsukuba
Tsukuba, Japan
3 h-index
3 publications
158 citations
Institut national de recherche en sciences et technologies du numérique
Le Chesnay-Rocquencourt, France
3 h-index
4 publications
155 citations
University of Maryland, College Park
College Park, United States
3 h-index
3 publications
62 citations
Osaka International Cancer Institute
Osaka, Japan
3 h-index
3 publications
158 citations
Harvard University
Cambridge, United States
3 h-index
3 publications
80 citations
1–8 of 242
14 publications · 894 citations
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6 publications · 325 citations
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5 publications · 280 citations
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CSDA · 4 publications · 170 citations
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3 publications · 65 citations
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