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Smoothing algorithm for linear systems with general correlated measurement noises - MaRDI portal

Smoothing algorithm for linear systems with general correlated measurement noises (Q2704877)

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scientific article
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English
Smoothing algorithm for linear systems with general correlated measurement noises
scientific article

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    20 March 2001
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    forward filtering
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    backward filtering estimates
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    smoothing algorithm
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    correlated measurement noises
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    linear unbiased minimum variance estimation
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    Smoothing algorithm for linear systems with general correlated measurement noises (English)
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