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Design of extended recursive Wiener fixed-point smoother and filter in discrete-time stochastic systems.

Seiichi Nakamori
Published in: Digit. Signal Process. (2007)
Keyphrases
  • fixed point
  • stochastic systems
  • sufficient conditions
  • dynamical systems
  • initial conditions
  • reinforcement learning
  • variational inequalities
  • pairwise
  • stochastic models