PREDICTION OF A NOISE-DISTORTED MULTIVARIATE NON-STATIONARY SIGNAL

[1] [Anonymous], ELEMENTARY MATRICES

[2] ESTIMATION OF CHANGING SEASONAL PATTERN [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1964, 59 (308) : 1063 - &

[3] HANNAN EJ, J APPL PROB, V4, P90

[4] JONES RH, 1966, J R STAT SOC B, V28, P241

[5] KALMAN RE, 1962, P S APPLICATIONS RAN

[6] PREDICTION AND REGULATION BY LINEAR LEAST-SQUARE METHODS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1966, 61 (313) : 268 - &

[7] Rudof K., 1960, J BASIC ENG T, V82, P35, DOI DOI 10.1115/1.3662552

[8] SOBEL E, 1966, 49 JOHNS HOPK U DEP

[9] SOBEL E, 1966, THESIS JOHNS HOPKINS

[10] Whittle Peter, 1963, PREDICTION REGULATIO

[1] [Anonymous], ELEMENTARY MATRICES

[2] ESTIMATION OF CHANGING SEASONAL PATTERN [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1964, 59 (308) : 1063 - &

[3] HANNAN EJ, J APPL PROB, V4, P90

[4] JONES RH, 1966, J R STAT SOC B, V28, P241

[5] KALMAN RE, 1962, P S APPLICATIONS RAN

[6] PREDICTION AND REGULATION BY LINEAR LEAST-SQUARE METHODS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1966, 61 (313) : 268 - &

[7] Rudof K., 1960, J BASIC ENG T, V82, P35, DOI DOI 10.1115/1.3662552

[8] SOBEL E, 1966, 49 JOHNS HOPK U DEP

[9] SOBEL E, 1966, THESIS JOHNS HOPKINS

[10] Whittle Peter, 1963, PREDICTION REGULATIO