Recursive filtering and smoothing for reciprocal Gaussian processes-pinned boundary case

DOI10.1109/18.370087MaRDI QIDQ4840908zbMATH OpenOpenAlexFDO

Authors

Publication date 9 November 1995

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.370087

zbMATH Keywords

smoothersrecursive algorithmsinnovations approachleast square estimationDirichlet type boundary conditionsreciprocal Gaussian processesnoncausal difference

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Additive difference equations (39A10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

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