Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (Q2372046)

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Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems
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    Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (English)
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    10 July 2007
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    discrete-time stochastic system
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    wide-sense stationarity
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    Wiener-Hopf equation
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    RLS Wiener filter
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    Chandrasekhar-type filter
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    covariance information
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