Publication

Oblique state-space estimation algorithms

Ali H. Sayed
1995
Conference paper

Abstract

We pose and solve oblique estimation problems with and without state-space structure. In particular, we derive an oblique Kalman filter and indicate connections with instrumental-variable (IV) methods and higher-order spectra (HOS) analysis.

Official source

https://infoscience.epfl.ch/record/233344?ln=en

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Oblique state-space estimation algorithms

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