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

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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