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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. I. Introduction Oblique projection problems have apparently received little attention in the literature, despite their implicit connections with useful tools in identification and signal processing. In identification problems, for instance, instrumental... (Update)
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BibTeX entry: (Update)
@misc{ sayed-oblique,
author = "Ali H. Sayed and Thomas Kailath",
title = "Oblique State-Space Estimation Algorithms",
url = "citeseer.ist.psu.edu/sayed95oblique.html" }
Citations (may not include all citations):519 System Identification: Theory for the User (context) - Ljung - 1987
59 A state-space approach to adaptive RLS filtering - Sayed, Kailath - 1994
32 Recursive Estimation and Time-Series Analysis (context) - Young - 1984
24 Higher-Order Spectra Analysis: A Nonlinear Signal Processing.. (context) - Nikias, Petropulu - 1993
9 Instrumental Variable Methods for System Identification (context) - Soderstrom, Stoica - 1983
7 Signal processing applications of oblique projection operato.. (context) - Behrens, Scharf - 1994
1 Oblique projections: Formulas (context) - Kayalar, Weinert - 1989
1 A unified treatment of fast algorithms for identification (context) - Samson - 1982
1 Time-variant structured matrices: An application to instrume.. - Sayed - 1994
Documents on the same site (http://www.ee.ucla.edu/~asl/publications/ca.html): More
State Estimation with Uncertain Parametric Models - Sayed (2000) (Correct)
Time-variant structured matrices: An application to instrumental.. - Sayed (1994) (Correct)
Robust Estimation For Uncertain Models In A Data Fusion.. - Sayed, Al-Naffouri.. (2000) (Correct)
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