Journal of Signal and Information Processing

Vol.3 No.3(2012), Paper ID 22120, 14 pages

DOI:10.4236/jsip.2012.33041

 

Design of RLS Wiener Smoother and Filter for Colored Observation Noise in Linear Discrete-Time Stochastic Systems

 

Seiichi Nakamori

 

Kagoshima University

 

Copyright © 2012 Seiichi Nakamori et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Nakamori, S. (2012) Design of RLS Wiener Smoother and Filter for Colored Observation Noise in Linear Discrete-Time Stochastic Systems. Journal of Signal and Information Processing, 3, 316-329. doi: 10.4236/jsip.2012.33041.
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