Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems
type: Item
instance of: scholarly article
title: Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems
zbMATH Open document ID: 1125.93497
author: Seiichi Nakamori
author: R. Caballero-Águila
author: Aurora Hermoso-Carazo
author: Josefa Linares-Pérez
published in: Applied Mathematics and Computation
publication date: 2005-06-13T00:00:00Z
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 2175485
zbMATH Keywords: Discrete-time stochastic systems
zbMATH Keywords: Recursive Wiener filter
zbMATH Keywords: Covariance information
zbMATH Keywords: Fixed-point smoother
zbMATH Keywords: Wiener-Hopf equation
MaRDI profile type: Publication
full work available at URL: j.amc.2004.04.053
OpenAlex ID: W2126377547
Wikidata QID: Q59552542
cites work: Q5599438
cites work: Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise
cites work: Lectures on linear least-squares estimation
cites work: Estimation technique using covariance information with uncertain observations in linear discrete-time systems
cites work: Q5670067
DOI: 10.1016/J.AMC.2004.04.053
description: scientific article; zbMATH DE number 2175485