Lectures on Wiener and Kalman Filtering

By Thomas Kailath. 2003

137 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/3b3232e46232011843827a756de16ebea3344811

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Citations in the corpus

• Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition (2007, background): “202) where W (s) is the stable spectral factor of φ−1 Z (s) and R = R 1/2RT/2 with R1/2 the square root of R (Kailath 1981).”