FIR filters and recursive forms for discrete-time state-space models

Theory and application of digital signal processing

T.N. Trick · Proceedings of the IEEE · 1975 · 1.9K citations

Engineering, Electrical Engineering, Mathematics +12

The Wiener (Root Mean Square) Error Criterion in Filter Design and Prediction

Norman Levinson · Journal of Mathematics and Physics · 1946 · 1.4K citations

Engineering, Systems Engineering, Stochastic Modeling +12

An exact recursion for the composite nearest-neighbor degeneracy for a 2×<i>N</i> lattice space

R. B. McQuistan, J.L. Hock · Journal of Mathematical Physics · 1984 · 925 citations

Natural Sciences, Materials Science, Condensed Matter Physics +9

On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

Peter Whittle · Biometrika · 1963 · 384 citations

Computing, Data Science, Forecasting +11

On feedback stabilization of time-varying discrete linear systems

W.H. Kwon, A. E. Pearson · IEEE Transactions on Automatic Control · 1978 · 236 citations

Engineering, Mathematics, Systems Engineering +16