Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems - researchr publication

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Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems. Applied Mathematics and Computation, 193(1):162-174, 2007. [doi]

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