On the Intrinsic Relationship Between the Least Mean Square and Kalman Filters [Lecture Notes]

Danilo P. Mandic, Sithan Kanna, Anthony G. Constantinides. On the Intrinsic Relationship Between the Least Mean Square and Kalman Filters [Lecture Notes]. IEEE Signal Process. Mag., 32(6):117-122, 2015. [doi]

Abstract

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