Design of recursive fixed-point smoother using covariance information in linear discrete-time systems (Q4027827): Difference between revisions

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Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
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    Design of recursive fixed-point smoother using covariance information in linear discrete-time systems (English)
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    1 April 1993
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    recursive least-square fixed point smoother
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    covariance
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    Kalman filter
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    optimal response functions
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    white gaussian observation noise
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