Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems (Q2504432)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5056901
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems |
scientific article; zbMATH DE number 5056901 |
Statements
Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems (English)
0 references
25 September 2006
0 references
Wiener--Hopf equation
0 references
linear discrete-time systems
0 references
linear stochastic systems
0 references
recursive Wiener filter
0 references
covariance information
0 references
fixed-interval smoother
0 references
0 references
0 references
0 references
0 references
0 references
0.932655394077301
0 references
0.9155352711677552
0 references
0.9084267020225524
0 references
0.904935359954834
0 references
