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