Fixed interval smoothing for state space models
Auteur :
Weinert, Howard L.
Éditeur :
Weinert, Howard L.
ISBN :
9780792372998
Date de publication :
28 févr. 2001
Dimensions :
23,4 x 15,6 x 0,9 cm
Poids :
830 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Fixed-interval smoothing is a method of extracting information from inaccurate data. This monograph addresses problems for which a linear stochastic state space model is available, in which case the objective is to compute the linear least-squares estimate of the state vector in a fixed interval, using observations collected in that interval.