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

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