New design of linear least-squares fixed-point smoother using covariance information in continuous systems (Q3481613)
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scientific article; zbMATH DE number 4152284
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| English | New design of linear least-squares fixed-point smoother using covariance information in continuous systems |
scientific article; zbMATH DE number 4152284 |
Statements
New design of linear least-squares fixed-point smoother using covariance information in continuous systems (English)
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1990
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optimal fixed-point smoother
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white gaussian plus coloured observation noise
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0.892911434173584
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0.8923504948616028
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0.8900622725486755
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0.885985791683197
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