Design of RLS Wiener Smoother and Filter from Randomly Delayed Observations in Linear Discrete-Time Stochastic Systems
Seiichi Nakamori · International Journal of Information Technology and Computer Science · 2013
This paper presents the new algorith m of the recursive least-squares (RLS) Wiener fixed-point smoother and filter based on the randomly delayed observed values by one sampling time in linear d iscretetime wide-sense stationary stochastic systems.The observed value ) (k y Design of RLS Wiener Smoother and Filter from Randomly Delayed Observations in Linear Discrete-Time Stochastic Systems