An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noise (Q55969216)

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An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noise
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    An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noise (English)
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    T. Kailath
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    December 1968
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    13
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    6
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    646-655
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