Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (Q2472665)
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English | Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems |
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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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