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

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

روزنامه با شماره پیاپی سال 2006

12

406

417

Covariance information , Fixed-interval smoother , Linear discrete-time systems , Wiener–Hopf equation , Linear stochastic systems , Recursive Wiener filter

Applied Mathematical Modelling

2006

Applied Mathematical Modelling

296079