The normalized least-squares order-recursive lattice smoother

DOI10.1016/S0165-1684(02)00199-8zbMath0994.93066MaRDI QIDQ1603843

Poo Gyeon Park, Dong Kyoo Kim

Publication date: 15 July 2002

Published in: Signal Processing (Search for Journal in Brave)

zbMATH Keywords

smoothing algorithms; adaptive filters; geometric interpretation; finite precision arithmetic; least-squares lattice algorithms; normalized LSORL smoothers; order-recursive structures

Mathematics Subject Classification ID

93E24: Least squares and related methods for stochastic control systems

93E14: Data smoothing in stochastic control theory

93C62: Digital control/observation systems