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RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems.

Seiichi NakamoriRaquel Caballero-ÁguilaAurora Hermoso-CarazoJosefa Linares-Pérez
Published in: J. Signal Inf. Process. (2011)
Keyphrases
  • stochastic systems
  • regularized least squares
  • stochastic models
  • least squares
  • conservation laws
  • markov chain
  • finite state
  • recursive least squares
  • control system
  • confidence intervals
  • sample path