New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm (Q3358626)
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scientific article; zbMATH DE number 4210030
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| English | New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm |
scientific article; zbMATH DE number 4210030 |
Statements
New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm (English)
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1989
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linear stochastic discrete-time systems
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forward-pass information filter
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0.8892313838005066
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0.8108016848564148
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0.7835597991943359
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0.7829313278198242
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0.764598548412323
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