Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (Q990582): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.amc.2007.03.055 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2106409447 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Lectures on linear least-squares estimation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5670067 / rank | |||
Normal rank |
Latest revision as of 03:05, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems |
scientific article |
Statements
Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (English)
0 references
1 September 2010
0 references
Wiener-Hopf equation
0 references
linear stochastic systems
0 references
recursive Wiener filter
0 references
covariance information
0 references
fixed-lag smoother
0 references
0 references