The normalized least-squares order-recursive lattice smoother
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Publication:1603843
DOI10.1016/S0165-1684(02)00199-8zbMath0994.93066MaRDI QIDQ1603843
Publication date: 15 July 2002
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00199-8
smoothing algorithms; adaptive filters; geometric interpretation; finite precision arithmetic; least-squares lattice algorithms; normalized LSORL smoothers; order-recursive structures
93E24: Least squares and related methods for stochastic control systems
93E14: Data smoothing in stochastic control theory
93C62: Digital control/observation systems