Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise
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Publication:3986092
DOI10.1080/00207729108910815zbMath0741.93069OpenAlexW2025757812MaRDI QIDQ3986092
Publication date: 27 June 1992
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729108910815
Related Items (9)
New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems ⋮ New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems ⋮ Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems ⋮ Fixed-point smoothing with non-independent uncertainty using covariance information ⋮ New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems ⋮ Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems ⋮ Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems ⋮ Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems ⋮ Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems
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