Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems (Q3713966)
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English | Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems |
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Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems (English)
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1984
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complementary models
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differential realization
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optimal smoother
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smoothing error
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1-D noncausal processes
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Hamiltonian diagonalization
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numerically stable two-filter form
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