• Mathematics
  • Published 2018

RLS Wiener Filter and Fixed-Point Smoother with Randomly Delayed or Uncertain Observations in Linear Discrete-Time Stochastic Systems

@inproceedings{Nakamori2018RLSWF,
  title={RLS Wiener Filter and Fixed-Point Smoother with Randomly Delayed or Uncertain Observations in Linear Discrete-Time Stochastic Systems},
  author={Seiichi Nakamori},
  year={2018}
}
This paper designs the recursive least-squares (RLS) Wiener fixed-point smoother and filter from randomly delayed observed values by multiple sampling times or uncertain observations in linear discrete-time stochastic systems. The observed value is generated in terms of the delayed observed values or uncertain observed values. In the case of the observed value with delay or without delay, their probabilities are assigned. Here, each observation includes signal plus white observation noise… CONTINUE READING

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