New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain Observations.

Seiichi Nakamori Raquel Caballero-Águila Aurora Hermoso-Carazo Josefa Linares-Pérez New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain Observations. 203-207 2004 conf/icinco/2004 ICINCO (3) db/conf/icinco/icinco2004.html#NakamoriCHL04