Bayesian fixed-interval smoothing algorithms in singular state-space systems

Mathematics

• Bayesian 100%
• Covariance Matrix 50%
• Positive Semidefinite 50%
• Posteriori 50%
• Smoothing Problem 50%
• Positive Definite 50%
• Covariance 50%
• Markov Chain 50%

Engineering

• Measurement Noise 100%
• Interval Smoothing Algorithm 100%
• Space System 100%
• Singularities 33%
• Regular Case 33%
• Positive Definite 33%
• Covariance Matrix 33%

Keyphrases

• Measurement Noise Covariance 33%
• Original State 33%
• Smoothing Problem 33%