The structure of state covariances and its relation to the power spectrum of the input
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Publication:5267132
DOI10.1109/TAC.2002.800643zbMath1364.93800MaRDI QIDQ5267132
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)
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