Some new smoother implementations for discrete-time gaussian reciprocal processes (Q3979755)

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scientific article; zbMATH DE number 20481
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    Some new smoother implementations for discrete-time gaussian reciprocal processes
    scientific article; zbMATH DE number 20481

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      Some new smoother implementations for discrete-time gaussian reciprocal processes (English)
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      26 June 1992
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      discrete time Gaussian reciprocal processes
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      second-order linear descriptor model
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      Gaussian white noise
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      optimal smoothed estimates
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      Mayne-Fraser smoother
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      double-sweep solutions
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      Rauch-Tung-Striebel approach
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