Spectral Factorization by Optimal Gain Iteration (Q3666167)

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Spectral Factorization by Optimal Gain Iteration
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    Spectral Factorization by Optimal Gain Iteration (English)
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    1983
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    optimal gain iteration
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    spectral factorization
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    Newton-Raphson solution
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    Riccati equation
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    distributed filtering problem
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