New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems

Applied Mathematics and Computation

Volumn 144, Issue 2-3, 2003, Pages 557-567

  Nakamori, Seiichi ^a  

^a KAGOSHIMA UNIVERSITY   (Japan)

Author keywords

Covariance information; Linear continuous time systems; Recursive estimation; Stochastic process; Wiener Hopf integral equation

Indexed keywords

ALGORITHMS; ESTIMATION; LEAST SQUARES APPROXIMATIONS; RANDOM PROCESSES;

COVARIANCE INFORMATION;

COMPUTATIONAL METHODS;

EID: 0038451408     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(02)00432-0     Document Type: Article

References (9)

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