• DocumentCode
    802008
  • Title

    Comment on "An innovations approach to least-squares estimation, part I: Linear filtering in additive white noise"

  • Author

    Akaike, H. ; Kailath, Thomas

  • Author_Institution
    Institute of Statistical Mathematics, Tokyo, Japan
  • Volume
    15
  • Issue
    1
  • fYear
    1970
  • fDate
    2/1/1970 12:00:00 AM
  • Firstpage
    158
  • Lastpage
    159
  • Keywords
    Additive white noise; Covariance matrix; Gaussian distribution; Kernel; Maximum likelihood detection; Nonlinear filters; Riccati equations; Signal processing; Technological innovation; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1970.1099340
  • Filename
    1099340
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=802008