M. J. Grimble. Polynomial systems approach to continuous-time weighted optimal linear filtering and prediction. IEEE Transactions on Signal Processing, 46(11):3123-3127, 1998. [doi]
@article{Grimble98, title = {Polynomial systems approach to continuous-time weighted optimal linear filtering and prediction}, author = {M. J. Grimble}, year = {1998}, doi = {10.1109/78.726829}, url = {http://dx.doi.org/10.1109/78.726829}, researchr = {https://researchr.org/publication/Grimble98}, cites = {0}, citedby = {0}, journal = {IEEE Transactions on Signal Processing}, volume = {46}, number = {11}, pages = {3123-3127}, }