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Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems.
Seiichi Nakamori
Published in:
Appl. Math. Comput. (2008)
Keyphrases
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fixed point
square root
floating point
policy iteration
machine learning
multiscale
multi view
motion estimation
least squares
markov chain
sufficient conditions
computationally efficient