Initial-value system for linear smoothing problems by covariance information (Q1242143): Difference between revisions

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+A view of three decades of linear filtering theory
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+On the spectral factorization of nonstationary vector random processes
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+A new initial-value method for on-line filtering and estimation (Corresp.)
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+An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels
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+https://doi.org/10.1016/0005-1098(77)90084-x
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