Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty

  1. Hermoso-Carazo, A.
  2. Linares-Pérez, J.
  3. Jiménez-López, J.D.
  4. Caballero-Águila, R.
  5. Nakamori, S.
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2008

Volume: 203

Issue: 1

Pages: 243-251

Type: Article

DOI: 10.1016/J.AMC.2008.04.030 GOOGLE SCHOLAR