An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise

  1. Nakamori, S.
  2. Caballero-Águila, R.
  3. Hermoso-Carazo, A.
  4. Jiménez-López, J.D.
  5. Linares-Pérez, J.
Journal:
Mathematical Methods in the Applied Sciences

ISSN: 0170-4214

Year of publication: 2005

Volume: 28

Issue: 13

Pages: 1569-1584

Type: Article

DOI: 10.1002/MMA.627 GOOGLE SCHOLAR