A mapping result between Wiener theory and Kalman filtering for nonstationary processes (Q3679086)

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scientific article; zbMATH DE number 3900657
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    A mapping result between Wiener theory and Kalman filtering for nonstationary processes
    scientific article; zbMATH DE number 3900657

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      A mapping result between Wiener theory and Kalman filtering for nonstationary processes (English)
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      1985
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      Wiener theory
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      Kalman filtering
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      innovation filter
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      nonstationary process
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