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

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems. J. Signal and Information Processing, 2(3):152-158, 2011. [doi]

Abstract

Abstract is missing.