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]

@article{NakamoriCHL04:0,
  title = {Quadratic estimation from uncertain observations with white plus coloured noises using covariance information},
  author = {Seiichi Nakamori and Raquel Caballero-Águila and Aurora Hermoso-Carazo and Josefa Linares-Pérez},
  year = {2004},
  doi = {10.1016/S0096-3003(03)00760-4},
  url = {http://dx.doi.org/10.1016/S0096-3003(03)00760-4},
  researchr = {https://researchr.org/publication/NakamoriCHL04%3A0},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {155},
  number = {1},
  pages = {65-79},
}