Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes (Q3323818)

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Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
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    Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes (English)
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    1984
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    self-tuning smoothing and filtering
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    spectral factorization
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    polynomial matrices
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    self-tuning estimation
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