PROJECTING FILTERS FOR RECURSIVE PREDICTION OF DISCRETE-TIME PROCESSES

[1] DOOB JL, 1969, STOCHASTIC PROCESSES, P569

[2] INNOVATIONS APPROACH TO DETECTION AND ESTIMATION THEORY [J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1970, 58 (05): : 680 - +

[3] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[4] KASHYAP RL, 1970, IEEE T AUT CONT, VAC15, P18

[5] KOLMOGOROV AN, 1941, B ACAD SCI USSR M, V5

[6] KOLMOGOROV AN, 1962, RM3090PR RAND CORP M

[7] Luenberger D. G., 1969, OPTIMIZATION VECTOR

[8] PHILLIPS RS, 1947, THEORY SERVOMECHANIS, V25

[9] PROPERTIES OF INFINITE COVARIANCE MATRICES AND STABILITY OF OPTIMUM PREDICTORS [J]. INFORMATION SCIENCES, 1969, 1 (03) : 221 - &

[10] AN ALGORITHM FOR THE INVERSION OF FINITE TOEPLITZ MATRICES [J]. JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1964, 12 (03): : 515 - 522

[1] DOOB JL, 1969, STOCHASTIC PROCESSES, P569

[2] INNOVATIONS APPROACH TO DETECTION AND ESTIMATION THEORY [J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1970, 58 (05): : 680 - +

[3] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[4] KASHYAP RL, 1970, IEEE T AUT CONT, VAC15, P18

[5] KOLMOGOROV AN, 1941, B ACAD SCI USSR M, V5

[6] KOLMOGOROV AN, 1962, RM3090PR RAND CORP M

[7] Luenberger D. G., 1969, OPTIMIZATION VECTOR

[8] PHILLIPS RS, 1947, THEORY SERVOMECHANIS, V25

[9] PROPERTIES OF INFINITE COVARIANCE MATRICES AND STABILITY OF OPTIMUM PREDICTORS [J]. INFORMATION SCIENCES, 1969, 1 (03) : 221 - &

[10] AN ALGORITHM FOR THE INVERSION OF FINITE TOEPLITZ MATRICES [J]. JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1964, 12 (03): : 515 - 522