Discrete optimal linear smoothing for systems with uncertain observations
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Publication:4062303
DOI10.1109/TIT.1975.1055370zbMath0305.93054MaRDI QIDQ4062303
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
94A05: Communication theory
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