Open AccessRecursive Least-Squares Fixed-Interval Smoother Using Covariance Information based on Innovation Approach in Linear Continuous Stochastic Systems
Author(s) -
Seiichi Nakamori
Publication year - 2017
Publication title -
frontiers in signal processing
Language(s) - English
Resource type - Journals
eISSN - 2521-7380
pISSN - 2521-7372
DOI - 10.22606/fsp.2017.11002
Subject(s) - covariance , mathematics , covariance function , estimator , interval (graph theory) , white noise , noise (video) , algorithm , least squares function approximation , recursive least squares filter , statistics , mathematical optimization , computer science , adaptive filter , combinatorics , artificial intelligence , image (mathematics)
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