Some alternatives in recursive estimation† (Q3882305): Difference between revisions

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+Spectral factorization of a finite-dimensional nonstationary matrix covariance
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+Factorization methods for discrete sequential estimation
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+Numerical experiments in linear control theory using generalized&amp;lt;tex&amp;gt;X - Y&amp;lt;/tex&amp;gt;equations
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+On a generalized Szegö- Levinson realization algorithm for optimal linear predictors based on a network synthesis approach
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+Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems
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+Extended Levinson and Chandrasekhar equations for general discrete-time linear estimation problems
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+New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
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+Corrections and extensions to "An innovations approach to least squares estimations--Part VII: Some applications of vector ARMA models"
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+Some new algorithms for recursive estimation in constant linear systems
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+Displacement ranks of matrices and linear equations
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+Displacement ranks of a matrix
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+Fast time-invariant implementations of Gaussian signal detectors
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+The asymptotic behavior of constant-coefficient Riccati differential equations
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+Partitioned estimation algorithms. II: Linear estimation
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+Fast time-invariant implementations for linear least-squares smoothing filters
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+The Factorization and Representation of Operators in the Algebra Generated by Toeplitz Operators
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+A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
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+A unified approach to smoothing formulas
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+Efficient change of initial conditions, dual chandrasekhar equations, and some applications
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+Square-root algorithms for parallel processing in optimal estimation
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+Square-root algorithms for least-squares estimation
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+Some new algorithms for recursive estimation in constant, linear, discrete-time systems
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+Covariance characterization by partial autocorrelation matrices
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+Matrix Quadratic Solutions
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+Q5539523
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+The geometry of the riccati equation
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+Q4125602
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+Q4057472
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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