Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems

DOI10.1016/J.APM.2009.07.022MaRDI QIDQ969351zbMATH OpenOpenAlexWikidataFDO

Authors Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date 6 May 2010

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2009.07.022

zbMATH Keywords

covariance informationdiscrete stochastic systemsrecursive least-squares fixed-lag smootherWiener-Hopf equation

Mathematics Subject Classification ID

Stochastic difference equations (39A50) Data smoothing in stochastic control theory (93E14)

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Cites work

• Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems
• Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems
• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Lectures on linear least-squares estimation
• New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems
• New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems
• RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
• Stochastic models, estimation, and control. Vol. 2,3

Cited in

(8)

• Design of RLS Wiener fixed-lag smoother using covariance information in linear discrete stochastic systems
• New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems
• Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems
• Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems
• Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems
• Design of recursive fixed-point smoother using covariance information in linear discrete-time systems
• RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
• Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems

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