Optimal linear fixed-interval smoothing for colored noise

DOI10.1016/S0019-9958(70)80031-6zbMath0282.93049MaRDI QIDQ4768940

Takeshi Fukao, Shohei Fujita

Publication date: 1970

Published in: Information and Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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