An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise (Q5695875)
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scientific article; zbMATH DE number 2212458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise |
scientific article; zbMATH DE number 2212458 |
Statements
An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise (English)
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6 October 2005
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innovation process
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fixed-point smoothing
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fixed-lag smoothing
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covariance information
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uncertain observations
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