Fixed Interval Smoothing for State Space Models

by Howard L. Weinert

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Fixed-interval smoothing is a method of extracting useful information from inaccurate data. It has been applied to problems in engineering, the physical sciences, and the social sciences, in areas such as control, communications, signal processing, acoustics, geophysics, oceanography, statistics, econometrics, and structural analysis.
This monograph addresses problems for which a linear stochastic state space model is available, in which case...

Format:Paperback

Language:English

ISBN:1461356806

ISBN13:9781461356806

Release Date:October 2012

Publisher:Springer

Length:119 Pages

Weight:0.43 lbs.

Dimensions:0.3" x 6.1" x 9.2"

Related Subjects

Education & Reference Electrical & Electronics Engineering Math Mathematics Science & Math Statistics Technology

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Fixed Interval Smoothing for State Space Models

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