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Discrete-Time Minimum-Mean-Square-Error Filtering

In: Smoothing, Filtering and Prediction - Estimating The Past, Present and Future

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  • Garry Allan Einicke

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Suggested Citation

  • Garry Allan Einicke, 2012. "Discrete-Time Minimum-Mean-Square-Error Filtering," Chapters, in: Garry Allan Einicke (ed.), Smoothing, Filtering and Prediction - Estimating The Past, Present and Future, IntechOpen.
    • Handle: RePEc:ito:pchaps:80393
    DOI: 10.5772/39250
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    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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