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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| English | Some new smoother implementations for discrete-time gaussian reciprocal processes |
scientific article; zbMATH DE number 20481 |
Statements
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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0.90710676
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0.8862355
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0.8791857
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0.87260187
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0.8725002
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