Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations
DOI10.1080/00207720903144503zbMath1193.93163OpenAlexW1988882339WikidataQ59552362 ScholiaQ59552362MaRDI QIDQ3577157
Josefa Linares-Pérez, Aurora Hermoso-Carazo, José Domingo Jiménez-López
Publication date: 5 August 2010
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720903144503
discrete time systemsrecursive estimationcovariance informationuncertain observationssignal-noise correlationsuboptimal estimation
Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
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Cites Work
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