Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems (Q1780528)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems |
scientific article |
Statements
Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems (English)
0 references
13 June 2005
0 references
Discrete-time stochastic systems
0 references
Recursive Wiener filter
0 references
Covariance information
0 references
Fixed-point smoother
0 references
Wiener-Hopf equation
0 references
0 references
0 references