Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems
نویسندگان
چکیده
This paper proposes a recursive least mean squared error fixed-interval smoothing algorithm in distributed parameter systems. It is assumed that the state-space model of the signal to be estimated is unknown, and the algorithm only requires the second-order moments of the signal and the white noise perturbing its observations. Practical application of the proposed algorithm is illustrated with a restoration image problem. 2005 Elsevier Inc. All rights reserved.
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ورودعنوان ژورنال:
- Applied Mathematics and Computation
دوره 176 شماره
صفحات -
تاریخ انتشار 2006