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Smoothing problem (stochastic processes)

The smoothing problem (not to be confused with smoothing in statistics, image processing and other contexts) is the problem of estimating an unknown probability density function recursively over time using incremental incoming measurements. It is one of the main problems defined by Norbert Wiener. A smoother is an algorithm that implements a solution to…

Measurement, The confusion in terms and the relation between Filtering and Smoothing problems & Overview

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The confusion in terms and the relation between Filtering and Smoothing problems

Wiener FilterFilter design
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Overview

SmoothingStatisticsImage processingEstimatingProbability density function
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The confusion in terms and the relation between Filtering and Smoothing problems

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Smoothing problem (stochastic processes)

Nodes14
Edges13
Triples0
Avg. degree1.86
Density0.142857
Components1

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smoothing estimation filtering observations problem convolution smoother retrodiction processing used filter problems sense wiener time using based process estimations signal

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