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

Abstract

This paper presents the new algorithm 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 discretetime wide-sense stationary stochastic systems. The observed value ) (k y consists of the observed value ) 1 (  k y with the probability ) (k p and of ) (k y… (More)

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Cite this paper

@inproceedings{Nakamori2013DesignOR, title={Design of RLS Wiener Smoother and Filter from Randomly Delayed Observations in Linear Discrete-Time Stochastic Systems}, author={Seiichi Nakamori}, year={2013} }