Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems

  1. Nakamori, S.
  2. Hermoso-Carazo, A.
  3. Linares-Pérez, J.
Journal:
Applied Mathematical Modelling

ISSN: 0307-904X

Year of publication: 2010

Volume: 34

Issue: 4

Pages: 1093-1106

Type: Article

DOI: 10.1016/J.APM.2009.07.022 GOOGLE SCHOLAR lock_openOpen access editor