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Mathematics Research Report MRR95-033
On Derivation Of Fixed Interval Smoothing Formulas
Inge Soderkvist
Abstract:
It is shown that the derivation of the fixed interval smoothing formulas by
Osborne and
Prvan [Appl. Math. Lett. 4 (1991), pp. 43-44] contains a mistake. A new
and correct
derivation, based on the same ideas of applying the projection theorem on
Hilbert spaces
of random variables, is given.
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