Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems

Seiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo, Josefa Linares-Pérez. Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems. Applied Mathematics and Computation, 176(2):662-672, 2006. [doi]

Abstract

Abstract is missing.