Projecting Filters for Recursive Prediction of Discrete-Time Processes
- 1 November 1970
- journal article
- website
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Bell System Technical Journal
- Vol. 49 (9) , 2377-2403
- https://doi.org/10.1002/j.1538-7305.1970.tb02530.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- A new method of recursive estimation in discrete linear systemsIEEE Transactions on Automatic Control, 1970
- Weighting Coefficients for the Prediction of Stationary Time Series from the Finite PastSIAM Journal on Applied Mathematics, 1967
- Recursive Relations for Predictors of Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1965
- An Algorithm for the Inversion of Finite Toeplitz MatricesJournal of the Society for Industrial and Applied Mathematics, 1964
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960