Wahlberg, Patrik; Schreier, Peter J. Gabor discretization of the Weyl product for modulation spaces and filtering of nonstationary stochastic processes. (English) Zbl 1154.46014 Appl. Comput. Harmon. Anal. 26, No. 1, 97-120 (2009). MSC: 46E30 35S05 47G30 PDFBibTeX XMLCite \textit{P. Wahlberg} and \textit{P. J. Schreier}, Appl. Comput. Harmon. Anal. 26, No. 1, 97--120 (2009; Zbl 1154.46014) Full Text: DOI
Nakamori, Seiichi Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems. (English) Zbl 1129.93051 Appl. Math. Modelling 31, No. 8, 1609-1620 (2007). MSC: 93E11 93E03 47J05 45E10 PDFBibTeX XMLCite \textit{S. Nakamori}, Appl. Math. Modelling 31, No. 8, 1609--1620 (2007; Zbl 1129.93051) Full Text: DOI