Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems (Q2285351)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems |
scientific article; zbMATH DE number 7148924
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems |
scientific article; zbMATH DE number 7148924 |
Statements
Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems (English)
0 references
8 January 2020
0 references
discrete-time stochastic systems
0 references
RLS fixed-lag Wiener smoother
0 references
covariance information
0 references
Wiener-Hopf equation
0 references
AR model
0 references
0 references
0 references
0.8754785656929016
0 references
0.8562585711479187
0 references
0.837803840637207
0 references
0.8375535607337952
0 references
