Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations (Q3678588)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations |
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Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations (English)
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1983
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Kalman's recursive filter
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linear estimation
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Riccati equation
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linear smoothing
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recursive block filtering
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fast Fourier transform
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digital signal processing
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