Overview: Fixed-interval smoothing is a method of extracting usefulinformation from inaccurate data. It has been applied to problems inengineering, the physical sciences, and the social sciences, in areassuch as control, communications, signal processing, acoustics,geophysics, oceanography, statistics, econometrics, and structuralanalysis. .This monograph addresses problems for which a linear stochastic statespace model is available, in which case the objective is to computethe linear least-squares estimate of the state vector in a fixedinterval, using observations previously collected in that
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