Abstract: In this article, the recursive filtering problem is investigated for a class of discrete-time stochastic dynamical networks where the data delivery from the sensors to the filter is ...
Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...
Abstract: We consider the design of time-invariant recursive filters of constrained order for one-step prediction of discrete-time stationary processes. For this purpose, we introduce the ...
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