Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems (Q3713966)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems |
scientific article |
Statements
Linear estimation of boundary value stochastic processes--Part II: 1-D smoothing problems (English)
0 references
1984
0 references
complementary models
0 references
differential realization
0 references
optimal smoother
0 references
smoothing error
0 references
1-D noncausal processes
0 references
Hamiltonian diagonalization
0 references
numerically stable two-filter form
0 references
