Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise (Q2857511)

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Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise
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    Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise (English)
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    4 November 2013
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    spectral factorization
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    smoothing
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    prediction
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    coloured noiserandom signals
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    random noise
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    linear least-squares estimation
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    optimal filter
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