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
fDate :
2/1/1970 12:00:00 AM
Keywords :
Additive white noise; Covariance matrix; Gaussian distribution; Kernel; Maximum likelihood detection; Nonlinear filters; Riccati equations; Signal processing; Technological innovation; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099340