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]

@article{NakamoriGHL06,
  title = {Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems},
  author = {Seiichi Nakamori and María J. García-Ligero and Aurora Hermoso-Carazo and Josefa Linares-Pérez},
  year = {2006},
  doi = {10.1016/j.amc.2005.10.012},
  url = {http://dx.doi.org/10.1016/j.amc.2005.10.012},
  researchr = {https://researchr.org/publication/NakamoriGHL06},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {176},
  number = {2},
  pages = {662-672},
}