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

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Some new smoother implementations for discrete-time gaussian reciprocal processes
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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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