Abstract
This paper presents an initial value solution for a discrete form of the Fredholm integral equation of the second kind whose Fredholm resolvent kernel satisfies in digital communication and estimation theory. The solution is called the Sugisaka–Ueno–Chandrasekhar algorithm based on Ueno and Chandrasekhar's original works on invariant imbedding in radiative transfer can be calculated in on-line fashion. The filtering formula obtained from this research is completely different from the Wiener and Kalman formulas. A simulation study is shown.
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