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Fixed points of inhomogeneous smoothing transforms

✍ Scribed by Alsmeyer, Gerold; Meiners, Matthias


Book ID
115437749
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
201 KB
Volume
18
Category
Article
ISSN
1023-6198

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The fixed-point smoothing problem of sequentially correlated processes is considered. The filtering technique of such processes is extended to smoothing problems by simultaneously estimating the state and the accumulated contribution of process noise. Suboptimal filtering and smoothing are also disc