Fixed-point smoothing with non-independent uncertainty using covariance information
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Publication:4653452
DOI10.1080/00207720310001636390zbMath1079.93040WikidataQ59552613 ScholiaQ59552613MaRDI QIDQ4653452
Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez, Seiichi Nakamori
Publication date: 7 March 2005
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720310001636390
covariance matrix; linear stochastic systems; orthogonal projection lemma; fixed-point smoothing; invariant imbedding.
93E11: Filtering in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
93E14: Data smoothing in stochastic control theory
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