Optimal Estimation With Missing Observations via Balanced Time-Symmetric Stochastic Models

Tryphon T. Georgiou, Anders Lindquist. Optimal Estimation With Missing Observations via Balanced Time-Symmetric Stochastic Models. IEEE Trans. Automat. Contr., 62(11):5590-5603, 2017. [doi]

@article{GeorgiouL17a,
  title = {Optimal Estimation With Missing Observations via Balanced Time-Symmetric Stochastic Models},
  author = {Tryphon T. Georgiou and Anders Lindquist},
  year = {2017},
  doi = {10.1109/TAC.2017.2689685},
  url = {https://doi.org/10.1109/TAC.2017.2689685},
  researchr = {https://researchr.org/publication/GeorgiouL17a},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {62},
  number = {11},
  pages = {5590-5603},
}