Linear estimation from uncertain observations with white plus coloured noises using covariance information

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. Linear estimation from uncertain observations with white plus coloured noises using covariance information. Digital Signal Processing, 13(3):552-568, 2003. [doi]

Abstract

Abstract is missing.