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New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain Observations

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain Observations. In Helder Araújo, Alves Vieira, José Braz, Bruno Encarnação, Marina Carvalho, editors, ICINCO 2004, Proceedings of the First International Conference on Informatics in Control, Automation and Robotics, Setúbal, Portugal, August 25-28, 2004. pages 203-207, INSTICC Press, 2004.

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