Scattering theory and linear least squares estimation : Part II: Discrete-time problems
A certain "star-product" formalism in scattering theory as developed by Redheffer is shown to also be naturally applicable to discrete-time linear least-squares estimation problems. The formalism seems to provide a nice way of handling some of the well-known algebraic complications of the discrete-time case, e.g., the distinctions between time and measurement updates, predicted and filtered estima
