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Fixed-interval smoothing problem from uncertain observations with correlated signal and noise

Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez, María Isabel Sánchez-Rodríguez. Fixed-interval smoothing problem from uncertain observations with correlated signal and noise. Applied Mathematics and Computation, 154(1):239-255, 2004. [doi]

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