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Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems.
Seiichi Nakamori
Aurora Hermoso-Carazo
Josefa Linares-Pérez
Published in:
Appl. Math. Comput. (2010)
Keyphrases
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stochastic systems
least squares
worst case
markov chain
regularized least squares