Fixed Interval Smoothing for State Space Models

by Howard L. Weinert

Book Overview

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: Hardcover
• Language: English
• ISBN: 0792372999
• ISBN13: 9780792372998
• Release Date: February 2001
• Publisher: Springer
• Length: 119 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.6" x 6.4" x 9.6"