Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
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Publication:1827371
DOI10.1016/S0096-3003(03)00707-0zbMath1060.65016OpenAlexW2080118038WikidataQ59552593 ScholiaQ59552593MaRDI QIDQ1827371
M. I. Sánchez-Rodríguez, Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez
Publication date: 6 August 2004
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00707-0
AlgorithmsFilteringStochastic processFixed-interval smoothingCovariance informationUncertain observations
Related Items (2)
Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations ⋮ Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems
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