Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (Q990582): Difference between revisions
From MaRDI portal
Latest revision as of 04:05, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems |
scientific article |
Statements
Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (English)
0 references
1 September 2010
0 references
Wiener-Hopf equation
0 references
linear stochastic systems
0 references
recursive Wiener filter
0 references
covariance information
0 references
fixed-lag smoother
0 references
0 references
