Sayed, Ali H.Kailath, Thomas2017-12-192017-12-192017-12-19199510.1109/ACC.1995.531232https://infoscience.epfl.ch/handle/20.500.14299/143225We 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.text::conference output::conference proceedings::conference paper