Fixed-point, fixed-interval and fixed-lag smoothing algorithms from uncertain observations based on covariances

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E87-A, Issue 12, 2004, Pages 3350-3359

  Nakamori, Seiichi ^a   Caballero Águila, Raquel ^b   Hermoso Carazo, Aurora ^c   Linares Pérez, Josefa ^c  

^a KAGOSHIMA UNIVERSITY   (Japan)

^b UNIVERSITY OF JAÉN   (Spain)

^c UNIVERSITY OF GRANADA   (Spain)

Author keywords

Covariance information; Filtering; Fixed interval smoothing; Fixed lag smoothing; Fixed point smoothing; Uncertain observations

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; PROBABILITY; PROBLEM SOLVING; SPURIOUS SIGNAL NOISE; STATE SPACE METHODS;

COVARIANCE INFORMATION; FIXED-INTERVAL SMOOTHING; FIXED-LAG SMOOTHING; FIXED-POINT SMOOTHING; UNCERTAIN OBSERVATIONS;

SIGNAL FILTERING AND PREDICTION;

EID: 11144302025     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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