Covariance factorization algorithms for fixed-interval smoothing of linear discrete dynamic systems (Q5752463)

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scientific article; zbMATH DE number 4187674
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Covariance factorization algorithms for fixed-interval smoothing of linear discrete dynamic systems
scientific article; zbMATH DE number 4187674

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    Covariance factorization algorithms for fixed-interval smoothing of linear discrete dynamic systems (English)
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    1990
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    factorized covariance smoothers
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