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Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems. Applied Mathematics and Computation, 165(3):731-747, 2005. [doi]

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