Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems (Q2335519)
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scientific article; zbMATH DE number 7130261
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| English | Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems |
scientific article; zbMATH DE number 7130261 |
Statements
Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems (English)
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14 November 2019
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LS FIR fixed-lag smoother
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RLS Wiener FIR fixed-lag smoother
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covariance information
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Wiener-Hopf equation
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autoregressive model
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Levinson-Durbin algorithm
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0.8356333374977112
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0.8298096656799316
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0.8283915519714355
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0.8282616138458252
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