Robust Filtering and Smoothing with Gaussian Processes
نویسندگان
چکیده
منابع مشابه
Recursive filtering and smoothing for reciprocal Gaussian processes with Dirichlet boundary conditions
The minimum mean square error (MMSE) estimation problem for a discrete-index reciprocal Gaussian process impaired by additive white Gaussian noise is completely solved in the general case of noisily observed Dirichlet random boundary conditions. Finite sets of recursive equations are obtained for the computation of the filtered sequence and of the fixed-point, fixed-interval, and fixed-lag smoo...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2012
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2011.2179426