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Computer and Information Science » Numerical Analysis and Scientific Computing » "Smoothing, Filtering and Prediction - Estimating The Past, Present and Future", book edited by Garry A. Einicke, ISBN 978-953-307-752-9, Published: February 24, 2012 under CC BY 3.0 license. © The Author(s).

Chapter 5

Discrete-Time Steady-State Minimum-Variance Prediction and Filtering

By Garry Einicke
DOI: 10.5772/39253