Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems (Q969351)
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scientific article; zbMATH DE number 5705014
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| English | Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems |
scientific article; zbMATH DE number 5705014 |
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Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems (English)
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6 May 2010
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discrete stochastic systems
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recursive least-squares fixed-lag smoother
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covariance information
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Wiener-Hopf equation
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0.975383758544922
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0.9564156532287598
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0.9483965039253236
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0.9434305429458618
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