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- W2122052805 abstract "Recursive algorithms for the Bayes solution of fixed-interval, fixed-point, and fixed-lag smoothing under uncertain observations are presented. The Bayes smoothing algorithms are obtained for a Markovian system model with Markov uncertainty, a model more general than the one used in linear smoothing algorithms. The Bayes fixed-interval smoothing algorithm is applied to a Gauss-Markov example. The simulation results for this example indicate that the MSE performance of the Bayes smoother is significantly better than that of the linear smoother." @default.
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- W2122052805 date "1984-05-01" @default.
- W2122052805 modified "2023-09-24" @default.
- W2122052805 title "Recursive algorithms for Bayes smoothing with uncertain observations" @default.
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- W2122052805 doi "https://doi.org/10.1109/tac.1984.1103554" @default.
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