Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems
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Cites work
- A computationally efficient Kalman smoother for the evaluation of the \(\text{CH}_4\) budget in Europe
- Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise.
- Continuous-time Chandrasekhar smoothers in detection and tracking
- Data assimilation in transport models
- Descriptor Wiener state estimators
- Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise
- Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism
- Formulation and implementation of the non-stationary evolutionary Wiener filtering
- scientific article; zbMATH DE number 3403601 (Why is no real title available?)
- Kalman filtering in the control of irrigation canals
- Lectures on linear least-squares estimation
- New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems
- New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems
- Some new algorithms for recursive estimation in constant linear systems
- Sugisaka-Ueno-Chandrasekhar algorithm for digital communication and estimation
- Two-dimensional shallow water flow identification
Cited in
(12)- The design of on-line linear least-square estimators given covariance specifications via an imbedding method
- New design of estimators using covariance information based on an innovations approach
- New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems
- Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems
- New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems
- Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems
- Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems
- Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise
- Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
- Estimation for discrete-time systems with multiple packet dropouts using covariance information
- New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems
- Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems
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