Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems (Q1031615): Difference between revisions

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Revision as of 18:56, 19 March 2024

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Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems
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    Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems (English)
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    30 October 2009
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    discrete stochastic systems
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    recursive least-squares fixed-lag smoother
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    covariance information
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    Wiener-Hopf equation
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