Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems

  1. Nakamori, S.
  2. Caballero-Águila, R.
  3. Hermoso-Carazo, A.
  4. Linares-Pérez, J.
Revue:
Applied Mathematics and Computation

ISSN: 0096-3003

Année de publication: 2005

Volumen: 165

Número: 3

Pages: 731-747

Type: Article

DOI: 10.1016/J.AMC.2004.04.053 GOOGLE SCHOLAR