Design of fixed-lag smoother using covariance information...

Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems

Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez
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Volume:
193
Year:
2007
Language:
english
Pages:
13
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2007.03.055
File:
PDF, 208 KB
english, 2007
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