scientific article; zbMATH DE number 2161749

MaRDI QIDQ4671673zbMATH OpenFDO

Authors

Publication date 26 April 2005

zbMATH Keywords

fixed point smoothing algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(10)

• Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
• Linear estimation for discrete systems with uncertain observations: an application to the correction of declared incomes in inquiry
• Signal estimation based on covariance information from observations featuring correlated uncertainty and coming from multiple sensors
• Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty
• Recursive filtering algorithm based on covariances for uncertainly observed signals correlated with the observation noise
• Signal estimation with nonlinear uncertain observations using covariance information
• An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise
• Filtering and smoothing estimation algorithms from uncertain nonlinear observations with time-correlated additive noise and random deception attacks
• A noise estimation method for corrupted correlated data
• Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations

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