Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (Q2472665)

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Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems
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    Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (English)
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    22 February 2008
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    continuous stochastic systems
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    recursive least-squares fixed-lag smoother
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    covariance information
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    Wiener-Hopf integral equation
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