Recursive filtering and smoothing for reciprocal Gaussian processes-pinned boundary case (Q4840908)
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scientific article; zbMATH DE number 781032
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| English | Recursive filtering and smoothing for reciprocal Gaussian processes-pinned boundary case |
scientific article; zbMATH DE number 781032 |
Statements
Recursive filtering and smoothing for reciprocal Gaussian processes-pinned boundary case (English)
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9 November 1995
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recursive algorithms
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noncausal difference
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Dirichlet type boundary conditions
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least square estimation
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reciprocal Gaussian processes
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innovations approach
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smoothers
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0.8618932366371155
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0.8209273219108582
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0.7600153088569641
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