A COMPARISON BETWEEN WIENER FILTERING, KALMAN FILTERING, AND DETERMINISTIC LEAST SQUARES ESTIMATION*
Author:
Publisher
Wiley
Subject
Geochemistry and Petrology,Geophysics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1365-2478.1976.tb00390.x/fullpdf
Reference49 articles.
1. Forecasting techniques
2. The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
3. Algebraic properties of minimal degree spectral factors
4. APPLICATION OF THE KALMAN FILTER TO CONTINUOUS SIGNAL RESTORATION
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