Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems (Q2285351)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems |
scientific article |
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
