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}, }