RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
type: Item
instance of: scholarly article
title: RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
zbMATH Open document ID: 1167.93407
published in: Applied Mathematical Modelling
publication date: 2009-08-24T00:00:00Z
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 5597994
zbMATH Keywords: linear continuous systems
zbMATH Keywords: fixed-lag smoother
zbMATH Keywords: least-squares estimation
zbMATH Keywords: covariance information
zbMATH Keywords: Wiener-Hopf integral equation
zbMATH Keywords: stochastic signal
author: Seiichi Nakamori
MaRDI profile type: Publication
full work available at URL: j.apm.2007.11.001
OpenAlex ID: W2065796800
cites work: Q5670067
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cites work: Lectures on linear least-squares estimation
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cites work: New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems
cites work: Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems
DOI: 10.1016/J.APM.2007.11.001
description: scientific article; zbMATH DE number 5597994