Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (Q990582): Difference between revisions

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Latest revision as of 11:30, 10 December 2024

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Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems
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    Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (English)
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    1 September 2010
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    Wiener-Hopf equation
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    linear stochastic systems
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    recursive Wiener filter
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    covariance information
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    fixed-lag smoother
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