Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (Q990582): Difference between revisions
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| Property / cites work: Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise / rank | |||
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| Property / cites work: Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism / rank | |||
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| Property / cites work: Lectures on linear least-squares estimation / rank | |||
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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 |
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Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (English)
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1 September 2010
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Wiener-Hopf equation
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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-lag smoother
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