Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (Q2372046)
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English | Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems |
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Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (English)
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10 July 2007
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discrete-time stochastic system
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wide-sense stationarity
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Wiener-Hopf equation
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RLS Wiener filter
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Chandrasekhar-type filter
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covariance information
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