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Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems.
Seiichi Nakamori
Raquel Caballero-Águila
Aurora Hermoso-Carazo
Josefa Linares-Pérez
Published in:
Appl. Math. Comput. (2005)
Keyphrases
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fixed point
stochastic systems
sufficient conditions
dynamic programming
dynamical systems