Title :
Fixed interval smoothing for state-space models [Book Review]
Author :
Levy, Bernard C.
Author_Institution :
University of California
Keywords :
Book reviews; Covariance matrix; Equations; Filtering; Gaussian processes; Kalman filters; Markov processes; Markov random fields; Smoothing methods; Wiener filter;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2001.975520
