Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations (Q3678588)

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scientific article; zbMATH DE number 3900071
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    Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations
    scientific article; zbMATH DE number 3900071

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      Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations (English)
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      1983
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      Kalman's recursive filter
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      linear estimation
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      Riccati equation
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      linear smoothing
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      recursive block filtering
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      fast Fourier transform
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      digital signal processing
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