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