Efficient Recursive Estimators for a Linear, Time-Varying Gaussian Model with General Constraints

DOI10.1109/TSP.2010.2052048zbMath1392.94497OpenAlexW2160636951MaRDI QIDQ4570537

Stefan Uhlich, Bin Yang

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2010.2052048

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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