Application of spectral factorization to the linear discrete-time fixed-point smoothing problem (Q3818968)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of spectral factorization to the linear discrete-time fixed-point smoothing problem |
scientific article |
Statements
Application of spectral factorization to the linear discrete-time fixed-point smoothing problem (English)
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1989
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minimum variance steady-state fixed-point smoothing estimate
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linear, discrete-time invariant system
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measurement spectral factor
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z-transform
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colored measurement
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driving noise signals
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0.8937539
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0.87179714
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0.8705471
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0.86860085
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0.8683208
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0.86247116
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0.8587442
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0.8586647
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