On the general conditions of existence for linear MMSE filters: Wiener and Kalman

Eric Chaumette, Jordi Vilà-Valls, François Vincent. On the general conditions of existence for linear MMSE filters: Wiener and Kalman. Signal Processing, 184:108052, 2021. [doi]

@article{ChaumetteVV21,
  title = {On the general conditions of existence for linear MMSE filters: Wiener and Kalman},
  author = {Eric Chaumette and Jordi Vilà-Valls and François Vincent},
  year = {2021},
  doi = {10.1016/j.sigpro.2021.108052},
  url = {https://doi.org/10.1016/j.sigpro.2021.108052},
  researchr = {https://researchr.org/publication/ChaumetteVV21},
  cites = {0},
  citedby = {0},
  journal = {Signal Processing},
  volume = {184},
  pages = {108052},
}