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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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