Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (Q2472665)
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scientific article; zbMATH DE number 5239628
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| English | Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems |
scientific article; zbMATH DE number 5239628 |
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Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (English)
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22 February 2008
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continuous stochastic systems
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recursive least-squares fixed-lag smoother
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covariance information
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Wiener-Hopf integral equation
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0.9698798656463624
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0.9564156532287598
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0.9286683201789856
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0.927663028240204
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