Design of recursive fixed-point smoother using covariance information in linear discrete-time systems (Q4027827)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Design of recursive fixed-point smoother using covariance information in linear discrete-time systems |
scientific article |
Statements
Design of recursive fixed-point smoother using covariance information in linear discrete-time systems (English)
0 references
1 April 1993
0 references
recursive least-square fixed point smoother
0 references
covariance
0 references
Kalman filter
0 references
optimal response functions
0 references
white gaussian observation noise
0 references