Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (Q2372046)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems |
scientific article |
Statements
Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (English)
0 references
10 July 2007
0 references
discrete-time stochastic system
0 references
wide-sense stationarity
0 references
Wiener-Hopf equation
0 references
RLS Wiener filter
0 references
Chandrasekhar-type filter
0 references
covariance information
0 references
