RLS fixed-lag smoother using covariance information in linear continuous stochastic systems (Q838260)
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scientific article; zbMATH DE number 5597994
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| English | RLS fixed-lag smoother using covariance information in linear continuous stochastic systems |
scientific article; zbMATH DE number 5597994 |
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RLS fixed-lag smoother using covariance information in linear continuous stochastic systems (English)
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24 August 2009
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linear continuous systems
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fixed-lag smoother
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least-squares estimation
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covariance information
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Wiener-Hopf integral equation
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stochastic signal
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0.975383758544922
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0.9698798656463624
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0.925588071346283
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0.9221271276474
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