Title :
A view of three decades of linear filtering theory
Author_Institution :
Stanford University, Stanford, CA, USA
fDate :
3/1/1974 12:00:00 AM
Abstract :
Developments in the theory of linear least-squares estimation in the last thirty years or so are outlined. Particular attention is paid to early mathematica[ work in the field and to more modern developments showing some of the many connections between least-squares filtering and other fields.
Keywords :
Bibliographies; Least-squares estimation; Filtering theory; Helium; Information theory; Interpolation; Maximum likelihood detection; Modems; Nonlinear filters; Signal processing algorithms; Smoothing methods; Wiener filter;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1974.1055174