Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (Q990582)
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scientific article; zbMATH DE number 5777056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems |
scientific article; zbMATH DE number 5777056 |
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Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems (English)
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1 September 2010
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Wiener-Hopf equation
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linear stochastic systems
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recursive Wiener filter
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covariance information
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fixed-lag smoother
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