Recursive filtering and smoothing for Gaussian reciprocal processes with continuous indices

Divyanshu Vats, José M. F. Moura. Recursive filtering and smoothing for Gaussian reciprocal processes with continuous indices. In IEEE International Symposium on Information Theory, ISIT 2009, June 28 - July 3, 2009, Seoul, Korea, Proceedings. pages 458-462, IEEE, 2009. [doi]

@inproceedings{VatsM09,
  title = {Recursive filtering and smoothing for Gaussian reciprocal processes with continuous indices},
  author = {Divyanshu Vats and José M. F. Moura},
  year = {2009},
  doi = {10.1109/ISIT.2009.5205710},
  url = {http://doi.ieeecomputersociety.org/10.1109/ISIT.2009.5205710},
  researchr = {https://researchr.org/publication/VatsM09},
  cites = {0},
  citedby = {0},
  pages = {458-462},
  booktitle = {IEEE International Symposium on Information Theory, ISIT 2009, June 28 - July 3, 2009, Seoul, Korea, Proceedings},
  publisher = {IEEE},
  isbn = {978-1-4244-4312-3},
}