The normalized least-squares order-recursive lattice smoother

DOI10.1016/S0165-1684(02)00199-8zbMath0994.93066OpenAlexW2090057129MaRDI QIDQ1603843

Dong Kyoo Kim, Poo Gyeon Park

Publication date: 15 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00199-8

zbMATH Keywords

smoothing algorithmsadaptive filtersgeometric interpretationfinite precision arithmeticleast-squares lattice algorithmsnormalized LSORL smoothersorder-recursive structures

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Data smoothing in stochastic control theory (93E14) Digital control/observation systems (93C62)

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