DocumentCode :
802008
Title :
Comment on "An innovations approach to least-squares estimation, part I: Linear filtering in additive white noise"
Author :
Akaike, H. ; Kailath, Thomas
Author_Institution :
Institute of Statistical Mathematics, Tokyo, Japan
Volume :
15
Issue :
1
fYear :
1970
fDate :
2/1/1970 12:00:00 AM
Firstpage :
158
Lastpage :
159
Keywords :
Additive white noise; Covariance matrix; Gaussian distribution; Kernel; Maximum likelihood detection; Nonlinear filters; Riccati equations; Signal processing; Technological innovation; White noise;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1970.1099340
Filename :
1099340
Link To Document :
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