Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems (Q1780528)
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scientific article; zbMATH DE number 2175485
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| English | Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems |
scientific article; zbMATH DE number 2175485 |
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Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems (English)
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13 June 2005
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Discrete-time stochastic systems
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Recursive Wiener filter
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Covariance information
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Fixed-point smoother
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Wiener-Hopf equation
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0.903334379196167
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0.899150550365448
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0.8739383816719055
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0.8591997623443604
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