RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems
DOI10.1016/j.amc.2013.09.013zbMath1337.62293DBLPjournals/amc/NakamoriCHL13OpenAlexW2054597235WikidataQ59552103 ScholiaQ59552103MaRDI QIDQ275712
Raquel Caballero-Águila, Seiichi Nakamori, Josefa Linares-Pérez, Aurora Hermoso-Carazo
Publication date: 26 April 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.09.013
discrete-time stochastic systemmultiple delayed observationsrandomly delayed observationsRLS Wiener filterRLS Wiener fixed-point smoother
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)
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Cites Work
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