Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty (Q2518716)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty |
scientific article |
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Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty (English)
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16 January 2009
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least-squares estimation
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discrete stochastic systems
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innovation process
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uncertain observations
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covariance information
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numerical examples
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discrete-time signal
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linear recursive filtering
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fixed-point smoothing algorithm
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