Seiichi Nakamori. Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems. Signal Processing, 33(1):45-56, 1993. [doi]
@article{Nakamori93, title = {Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems}, author = {Seiichi Nakamori}, year = {1993}, doi = {10.1016/0165-1684(93)90077-N}, url = {http://dx.doi.org/10.1016/0165-1684(93)90077-N}, researchr = {https://researchr.org/publication/Nakamori93}, cites = {0}, citedby = {0}, journal = {Signal Processing}, volume = {33}, number = {1}, pages = {45-56}, }