Keywords
- Kalman Filter
- Polynomial Matrix
- ARMA Model
- Hankel Matrix
- Forward Loop
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Solo, V. (1986). Topics in advanced time series analysis. In: del Pino, G., Rebolledo, R. (eds) Lectures in Probability and Statistics. Lecture Notes in Mathematics, vol 1215. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075874
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