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Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems.

Seiichi NakamoriRaquel Caballero-ÁguilaAurora Hermoso-CarazoJosefa Linares-Pérez
Published in: Appl. Math. Comput. (2005)
Keyphrases
  • fixed point
  • stochastic systems
  • sufficient conditions
  • dynamic programming
  • dynamical systems