Fixed-interval smoothing problem from uncertain observations with correlated signal and noise (Q1827371)

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Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
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    Fixed-interval smoothing problem from uncertain observations with correlated signal and noise (English)
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    6 August 2004
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    Filtering
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    Fixed-interval smoothing
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    Covariance information
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    Uncertain observations
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    Stochastic process
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    Algorithms
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