A fast sequential algorithm for least-squares filtering and prediction
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Publication:3691048
DOI10.1109/TASSP.1983.1164224zbMath0573.65120MaRDI QIDQ3691048
Nicholas Kalouptsidis, George Carayannis, Dimitris G. Manolakis
Publication date: 1983
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
65C99: Probabilistic methods, stochastic differential equations
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