On LMVDR Estimators for LDSS Models: Conditions for Existence and Further Applications
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DOI: 10.1109/tac.2018.2868239
Abstract: For linear discrete state-space models, under certain conditions, the linear least mean squares (LLMS) filter estimate has a recursive format, a.k.a. the Kalman filter (KF). Interestingly, the linear minimum variance distortionless response (LMVDR) filter, when… read more here.
Keywords: estimators ldss; models conditions; ldss models; lmvdr estimators ... See more keywords