New design of linear least-squares fixed-point smoother using covariance information in continuous systems
作者:
SEFICHI NAKAMORI,
期刊:
International Journal of Systems Science
(Taylor Available online 1990)
卷期:
Volume 21,
issue 3
页码: 527-536
ISSN:0020-7721
年代: 1990
DOI:10.1080/00207729008910385
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The optimal fixed-point smoother is derived for white gaussian plus coloured observation noise when the covariance information for the signal, the coloured and white gaussian observation noises, and the observed value are available.
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