Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems (Q2504432): Difference between revisions
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Revision as of 00:09, 20 March 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)
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25 September 2006
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Wiener--Hopf equation
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linear discrete-time systems
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linear stochastic systems
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recursive Wiener filter
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covariance information
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fixed-interval smoother
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