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Filtering of multidimensional stationary sequences with missing observations
Work
Year: 2019
Type: article
Abstract: The problem of mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence is considered. Estimates are based on... more
Cites: 40
Cited by: 4
Related to: 10
FWCI: 1.055
Citation percentile (by year/subfield): 81.9
Open Access status: diamond