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A fixed-point smoothing algorithm in discrete-time systems with correlated signal and noise.
Rosa M. Fernández-Alcalá
Jesús Navarro-Moreno
Juan Carlos Ruiz-Molina
A. Oya-Lechuga
Published in:
EUSIPCO (2006)
Keyphrases
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fixed point
smoothing algorithm
floating point
sufficient conditions
post processing
missing data
utility function
dynamical systems
signal to noise ratio
policy iteration