Steady-state error covariances of fixed-point smoothers

Keigo Watanabe

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


The estimation error covariance of a fixed-point smoother in the steady-state, which has the steady-state solution of the Kalman filter as the initial condition, is considered for both continuous- and discrete-time systems. Applying some results on a stabilizing solution for a forward-pass fixed-interval smoother, a necessary and sufficient condition is given for assuring the existence of a unique stabilizing solution for such a fixed-point smoother. It is then shown that the resulting condition is equivalent to a well-known condition for the existence of a unique stabilizing solution of the Kalman filter or of the backward information filter.

Original languageEnglish
Pages (from-to)1323-1337
Number of pages15
JournalInternational Journal of Systems Science
Issue number7
Publication statusPublished - 1987
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Theoretical Computer Science
  • Computer Science Applications


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