A modular prewindowing framework for covariance FTF RLS algorithms
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Publication:1198777
DOI10.1016/0165-1684(92)90064-4zbMath0761.93080OpenAlexW2124943728MaRDI QIDQ1198777
Dirk T. M. Slock, Thomas Kailath
Publication date: 16 January 1993
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1684(92)90064-4
Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)
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