Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (Q2472665): Difference between revisions

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Property / author: Seiichi Nakamori / rank
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Property / full work available at URL: https://doi.org/10.1016/j.apm.2006.05.001 / rank
 
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Property / OpenAlex ID: W1980051664 / rank
 
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Latest revision as of 16:44, 27 June 2024

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Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems
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    Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (English)
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    22 February 2008
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    continuous stochastic systems
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    recursive least-squares fixed-lag smoother
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    covariance information
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    Wiener-Hopf integral equation
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