Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations (Q3577157)

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Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations
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    Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations (English)
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    5 August 2010
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    suboptimal estimation
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    uncertain observations
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    covariance information
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    signal-noise correlation
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    discrete time systems
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    recursive estimation
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