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

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. Quadratic estimation from uncertain observations with white plus coloured noises using covariance information. Applied Mathematics and Computation, 155(1):65-79, 2004. [doi]

Authors

Seiichi Nakamori

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Raquel Caballero-Águila

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Aurora Hermoso-Carazo

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Josefa Linares-Pérez

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