New design of linear least-squares fixed-point smoother using covariance information in continuous systems (Q3481613)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New design of linear least-squares fixed-point smoother using covariance information in continuous systems |
scientific article |
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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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