Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems (Q2504432): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q59552511, #quickstatements; #temporary_batch_1707232231678 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q59552511 / rank | |||
Normal rank | |||
Revision as of 17:15, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems |
scientific article |
Statements
Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems (English)
0 references
25 September 2006
0 references
Wiener--Hopf equation
0 references
linear discrete-time systems
0 references
linear stochastic systems
0 references
recursive Wiener filter
0 references
covariance information
0 references
fixed-interval smoother
0 references
