Signal estimation over short data records: A data-dependent time- invariant algorithm

DOI10.1016/0016-0032(90)90008-7zbMath0718.93052OpenAlexW2033472871MaRDI QIDQ2639821

Fu Li, Richard J. Vaccaro

Publication date: 1990

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(90)90008-7

zbMATH Keywords

algorithmtime-invariantstationary random signalstime-invariant Kalman smoothing estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• A unified approach to smoothing formulas
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