Abstract
Formulas are given expressing the smoothed estimate of the state of a noisy linear system in terms of filtered estimates of the state, for both continuous and discrete time.
Original language | English |
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Pages (from-to) | 160-161 |
Number of pages | 2 |
Journal | IEEE Transactions on Automatic Control |
Volume | 17 |
Issue number | 1 |
DOIs | |
Publication status | Published - Feb 1972 |
Externally published | Yes |