The following pages link to (Q3833349):
Displaying 21 items.
- Minimax linear filtering of random sequences with uncertain covariance function (Q315113) (← links)
- Optimal filtering over linear observations with unknown parameters (Q602665) (← links)
- Imprecise expectations for imprecise linear filtering (Q622257) (← links)
- Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators (Q1119235) (← links)
- Optimal filtering of doubly stochastic auto-regressive processes (Q1295087) (← links)
- Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes (Q1363314) (← links)
- An almost sure invariance principle for stochastic approximation procedures in linear filtering theory (Q1364396) (← links)
- Optimal filtration of the state vector of a continuous linear stochastic dynamic system with the modular structure of a measuring complex (Q1779923) (← links)
- Minimization of a functional over the set of causal operators of causal Hilbert space (Q1920685) (← links)
- Linear filtration of stochastic processes with measurements at random times (Q1968852) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Linear filtering with Ornstein-Uhlenbeck process as noise (Q2371221) (← links)
- Filtering problems with exponential criteria for general Gaussian signals (Q3190954) (← links)
- (Q3489911) (← links)
- Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems (Q4578773) (← links)
- (Q5288985) (← links)
- Adaptive finite‐dimensional optimal linear filtering of <i>n</i>D smooth Gaussian random fields (Q5324596) (← links)
- (Q5434572) (← links)
- (Q5686729) (← links)
- (Q5708383) (← links)
- Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process (Q6096211) (← links)
