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Optimal fixed lag smoothing for time delayed system with colored noise
The aim of this note is to report an algorithm for the fixed lag smoothing problem of a time delayed system whose observations contain colored noise. This is derived by looking at the appropriate components of a filtering ...
A note on continued fraction inversion by Routh's algorithm
This correspondence presents an algorithm for finding continued fraction inversion by Routh's algorithm. A recursive relation is given to implement the algorithm in a very simple way. This approach requires less computation ...