New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems

Seiichi Nakamori. New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems. Applied Mathematics and Computation, 156(2):415-426, 2004. [doi]

@article{Nakamori04a,
  title = {New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems},
  author = {Seiichi Nakamori},
  year = {2004},
  doi = {10.1016/j.amc.2003.08.019},
  url = {http://dx.doi.org/10.1016/j.amc.2003.08.019},
  tags = {design},
  researchr = {https://researchr.org/publication/Nakamori04a},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {156},
  number = {2},
  pages = {415-426},
}