Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems

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},
}