A Polynomial Approach to Bias Aware Fixed-Lag Smoothing Problem

DOI10.1109/TAC.2008.2010977zbMath1367.93690MaRDI QIDQ4974570

Ph. Neveux

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Data smoothing in stochastic control theory (93E14)

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