Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems (Q2285351)
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scientific article; zbMATH DE number 7148924
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| 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)
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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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0.8754785656929016
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0.8562585711479187
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0.837803840637207
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0.8375535607337952
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