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]

@article{MandicKC15,
  title = {On the Intrinsic Relationship Between the Least Mean Square and Kalman Filters [Lecture Notes]},
  author = {Danilo P. Mandic and Sithan Kanna and Anthony G. Constantinides},
  year = {2015},
  doi = {10.1109/MSP.2015.2461733},
  url = {http://dx.doi.org/10.1109/MSP.2015.2461733},
  researchr = {https://researchr.org/publication/MandicKC15},
  cites = {0},
  citedby = {0},
  journal = {IEEE Signal Process. Mag.},
  volume = {32},
  number = {6},
  pages = {117-122},
}