On the derivation of a suboptimal filter for signal estimation (Q1922246)

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On the derivation of a suboptimal filter for signal estimation
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    On the derivation of a suboptimal filter for signal estimation (English)
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    19 January 1997
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    causal filter
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    suboptimal filter
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    white noise
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    approximative Karhunen-Loeve expansion
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    convergence
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    bound on truncation error
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