Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems

Applied Mathematics and Computation

Volumn 217, Issue 8, 2010, Pages 3801-3815

  Nakamori, Seiichi ^a   Hermoso Carazo, Aurora ^b   Linares Pérez, Josefa ^b  

^a KAGOSHIMA UNIVERSITY   (Japan)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Covariance information; Discrete time stochastic system; Randomly delayed observations; RLS Wiener filter; RLS Wiener fixed point smoother

Indexed keywords

COVARIANCE INFORMATION; DISCRETE-TIME STOCHASTIC SYSTEMS; RANDOMLY DELAYED OBSERVATIONS; RLS WIENER FIXED-POINT SMOOTHER; WIENER FILTERS;

ADAPTIVE FILTERING; RANDOM VARIABLES;

STOCHASTIC SYSTEMS;

EID: 78650002984     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2010.09.039     Document Type: Article

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