Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations (Q3577157)

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scientific article; zbMATH DE number 5763889
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    Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations
    scientific article; zbMATH DE number 5763889

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      Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations (English)
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      5 August 2010
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      suboptimal estimation
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      uncertain observations
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      covariance information
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      signal-noise correlation
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      discrete time systems
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      recursive estimation
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