Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems (Q2285351)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems |
scientific article |
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Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems (English)
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8 January 2020
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discrete-time stochastic systems
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RLS fixed-lag Wiener smoother
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covariance information
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Wiener-Hopf equation
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AR model
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