Fixed-point smoothing with non-independent uncertainty using covariance information (Q4653452)
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scientific article; zbMATH DE number 2141176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed-point smoothing with non-independent uncertainty using covariance information |
scientific article; zbMATH DE number 2141176 |
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Fixed-point smoothing with non-independent uncertainty using covariance information (English)
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7 March 2005
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fixed-point smoothing
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covariance matrix
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linear stochastic systems
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orthogonal projection lemma
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invariant imbedding.
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