New design of linear least-squares fixed-interval smoother using covariance information
type: Item
instance of: scholarly article
title: New design of linear least-squares fixed-interval smoother using covariance information
zbMATH Open document ID: 0464.93087
DOI: 10.1016/0005-1098(81)90042-X
published in: Automatica
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 3728180
zbMATH Keywords: recursive linear least-squares fixed-interval smoothing algorithm
zbMATH Keywords: covariance information
zbMATH Keywords: invariant imbedding method
zbMATH Keywords: Wiener-Hopf integral equation
zbMATH Keywords: white plus coloured observation noise
zbMATH Keywords: autocovariance functions
zbMATH Keywords: degenerate kernel
zbMATH Keywords: nonstationary stochastic signal process
author: Seiichi Nakamori
author: Akira Hataji
MaRDI profile type: Publication
cites work: Q5622094
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cites work: A view of three decades of linear filtering theory
cites work: Initial-value system for linear smoothing problems by covariance information
cites work: Q5670067
full work available at URL: 0005-1098(81)90042-x
OpenAlex ID: W2067250342
description: scientific article; zbMATH DE number 3728180