Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems (Q1780528)

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Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems
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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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