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RLS Wiener Smoother from Randomly Delayed Observations in Linear Discrete-Time Systems
Seiichi Nakamori
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Description for RLS Wiener Smoother from Randomly Delayed Observations in Linear Discrete-Time Systems
Hardback. Editor(s): Nakamori, Seiichi. Num Pages: 117 pages. BIC Classification: PB. Category: (G) General (US: Trade). Dimension: 230 x 154 x 12. Weight in Grams: 278.
In this book, the new recursive least-squares (RLS) Wiener filter and fixed-point smoother are designed from randomly delayed observed values by one sampling time in linear discrete-time stochastic systems. The probability is given as a function of time. If the conditional probability is not a function of time, the length of the derivation for the RLS Wiener estimators becomes shorter than the current RLS Wiener algorithms for the fixed-point smoothing and filtering estimates. The proof for deriving the RLS Wiener fixed-point smoother and filter is shown in the case of the conditional probability as a function of time k. A ... Read more
In this book, the new recursive least-squares (RLS) Wiener filter and fixed-point smoother are designed from randomly delayed observed values by one sampling time in linear discrete-time stochastic systems. The probability is given as a function of time. If the conditional probability is not a function of time, the length of the derivation for the RLS Wiener estimators becomes shorter than the current RLS Wiener algorithms for the fixed-point smoothing and filtering estimates. The proof for deriving the RLS Wiener fixed-point smoother and filter is shown in the case of the conditional probability as a function of time k. A ... Read more
Product Details
Publisher
Nova Science Publishers Inc
Number of pages
117
Format
Hardback
Publication date
2013
Condition
New
Number of Pages
117
Place of Publication
New York, United States
ISBN
9781624178184
SKU
V9781624178184
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-2
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