• Title of article

    Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems

  • Author/Authors

    Seiichi Nakamori، نويسنده , , Aurora Hermoso-Carazo and Josefa Linares-Pérez، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    12
  • From page
    406
  • To page
    417
  • Keywords
    Covariance information , Fixed-interval smoother , Linear discrete-time systems , Wiener–Hopf equation , Linear stochastic systems , Recursive Wiener filter
  • Journal title
    Applied Mathematical Modelling
  • Serial Year
    2006
  • Journal title
    Applied Mathematical Modelling
  • Record number

    296079