Recursive Filter With Exponential Kernel for Nonstationary Systems
Nonstationary stochastic systems in the Wiener-Kolmogorov sense have properties defined by their moments of probability, entropy, and distribution function. Filtering Theory, in general, describes indirectly, a stochastic system through the processes of parameter estimation and state identification....
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
IEEE
2022-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/9801829/ |