New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm (Q3358626)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm |
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New computationally efficient formula for backward-pass fixed-interval smoother and its UD factorisation algorithm (English)
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1989
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linear stochastic discrete-time systems
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forward-pass information filter
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