Linear recursive discrete-time estimators using covariance information under uncertain observations

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. Linear recursive discrete-time estimators using covariance information under uncertain observations. Signal Processing, 83(7):1553-1559, 2003. [doi]

@article{NakamoriCHL03,
  title = {Linear recursive discrete-time estimators using covariance information under uncertain observations},
  author = {Seiichi Nakamori and Raquel Caballero-Águila and Aurora Hermoso-Carazo and Josefa Linares-Pérez},
  year = {2003},
  doi = {10.1016/S0165-1684(03)00056-2},
  url = {http://dx.doi.org/10.1016/S0165-1684(03)00056-2},
  researchr = {https://researchr.org/publication/NakamoriCHL03},
  cites = {0},
  citedby = {0},
  journal = {Signal Processing},
  volume = {83},
  number = {7},
  pages = {1553-1559},
}