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)

@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}
}