FORMULAS FOR MULTIDIMENSIONAL OPTIMAL LINEAR FILTERING IN WHITE NOISE

[1] [Anonymous], 1959, THEORY MATRICES

[2] BELLMAN R, 1960, INTRO MATRIX ANALYSI

[3] DAVIS MC, 1963, IEEE T AUTOMAT CONTR, VAC 8, P296

[4] SOME USEFUL EXPRESSIONS FOR OPTIMUM LINEAR FILTERING IN WHITE NOISE [J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1965, 53 (06): : 629 - &

[5] Van Trees H.L., 2013, DETECTION ESTIMATION

[6] VITERBI AJ, 1965, IEEE T INFORM THEORY, VIT11, P594

[7] MULITIDIMENSIONAL PREDICTION AND FILTERING PROBLEM AND FACTORIZATION OF SPECTRAL MATRICES [J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1961, 272 (02): : 87 - &

[8] Yovits M., 1955, IRE NAT CONV REC 4, P193

[1] [Anonymous], 1959, THEORY MATRICES

[2] BELLMAN R, 1960, INTRO MATRIX ANALYSI

[3] DAVIS MC, 1963, IEEE T AUTOMAT CONTR, VAC 8, P296

[4] SOME USEFUL EXPRESSIONS FOR OPTIMUM LINEAR FILTERING IN WHITE NOISE [J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1965, 53 (06): : 629 - &

[5] Van Trees H.L., 2013, DETECTION ESTIMATION

[6] VITERBI AJ, 1965, IEEE T INFORM THEORY, VIT11, P594

[7] MULITIDIMENSIONAL PREDICTION AND FILTERING PROBLEM AND FACTORIZATION OF SPECTRAL MATRICES [J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1961, 272 (02): : 87 - &

[8] Yovits M., 1955, IRE NAT CONV REC 4, P193