Title :
An example of the equivalence of the Kalman and Wiener filters
Author_Institution :
University of Massachusetts, Amherst, MA, USA
fDate :
4/1/1966 12:00:00 AM
Keywords :
Kalman filtering; Wiener filtering; Equations; Interpolation; Kalman filters; Maximum likelihood detection; Noise reduction; Nonlinear filters; Sampling methods; Steady-state; Transfer functions; Wiener filter;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1966.1098326