New design of linear least-squares fixed-interval smoother using covariance information (Q1154440)
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scientific article; zbMATH DE number 3728180
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| English | New design of linear least-squares fixed-interval smoother using covariance information |
scientific article; zbMATH DE number 3728180 |
Statements
New design of linear least-squares fixed-interval smoother using covariance information (English)
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1981
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recursive linear least-squares fixed-interval smoothing algorithm
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covariance information
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invariant imbedding method
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Wiener-Hopf integral equation
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white plus coloured observation noise
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autocovariance functions
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degenerate kernel
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nonstationary stochastic signal process
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