Circuit models for prediction, Wiener filtering, Levinson and Kalman filters for ARMA time series - researchr publication

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W. J. Shanahan. Circuit models for prediction, Wiener filtering, Levinson and Kalman filters for ARMA time series. In IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '82, Paris, France, May 3-5, 1982. pages 266-269, IEEE, 1982. [doi]

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