Design of RLS Wiener Smoother and Filter from Randomly Delayed Observations in Linear Discrete-Time Stochastic Systems

Seiichi Nakamori
2013 International Journal of Information Technology and Computer Science  
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
doi:10.5815/ijitcs.2013.09.01 fatcat:zzvoxbxqpfbdtgph25nlxh4xmi