Signal polynomial smoothing from correlated interrupted observations based on covariances
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Publication:5433198
DOI10.1002/mma.860zbMath1129.60040WikidataQ59552493 ScholiaQ59552493MaRDI QIDQ5433198
Josefa Linares-Pérez, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Seiichi Nakamori, José Domingo Jiménez-López
Publication date: 8 January 2008
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.860
discrete-time linear systems; covariance information; polynomial approach; smoothing problem; estimation in uncertain observations
62M20: Inference from stochastic processes and prediction
60G35: Signal detection and filtering (aspects of stochastic processes)
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