Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems (Q1031615)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems |
scientific article |
Statements
Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems (English)
0 references
30 October 2009
0 references
discrete stochastic systems
0 references
recursive least-squares fixed-lag smoother
0 references
covariance information
0 references
Wiener-Hopf equation
0 references