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 , interval (graph theory) , least squares function approximation , mathematics , recursive least squares filter , interval data , statistics , computer science , algorithm , combinatorics , adaptive filter , data envelopment analysis , estimator