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WIENER KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
Pollock, D.S.G., (2007)
A synopsis of the smoothing formulae associated with the Kalman Filter
Merkus, H.R., (1991)
Realisations of Finite-Sample Frequency-Selective Filters
Pollock, D.S.G., (2008)