New design of linear least-squares fixed-point smoother using covariance information in continuous systems (Q3481613)

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New design of linear least-squares fixed-point smoother using covariance information in continuous systems
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    New design of linear least-squares fixed-point smoother using covariance information in continuous systems (English)
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    1990
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    optimal fixed-point smoother
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    white gaussian plus coloured observation noise
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