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]

@article{NakamoriCHL05:0,
  title = {Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems},
  author = {Seiichi Nakamori and Raquel Caballero-Águila and Aurora Hermoso-Carazo and Josefa Linares-Pérez},
  year = {2005},
  doi = {10.1016/j.amc.2004.04.053},
  url = {http://dx.doi.org/10.1016/j.amc.2004.04.053},
  tags = {design, systematic-approach},
  researchr = {https://researchr.org/publication/NakamoriCHL05%3A0},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {165},
  number = {3},
  pages = {731-747},
}