Fixed-interval smoothing from uncertain observations with white plus coloured noises using covariance information

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E87-A, Issue 5, 2004, Pages 1209-1218

  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; Fixed interval smoothing; Innovation process; Uncertain observations

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; POLYNOMIALS; PROBABILITY; RECURSIVE FUNCTIONS; STATE SPACE METHODS; VECTORS;

COVARIANCE INFORMATION; FIXED-INTERVAL SMOOTHING; INNOVATION PROCESSES; UNCERTAIN OBSERVATIONS;

WHITE ACOUSTIC NOISE;

EID: 2642559631     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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