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On Wiener filtering of certain locally stationary stochastic processes - MaRDI portal

On Wiener filtering of certain locally stationary stochastic processes (Q1046657)

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scientific article; zbMATH DE number 5651438
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On Wiener filtering of certain locally stationary stochastic processes
scientific article; zbMATH DE number 5651438

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    On Wiener filtering of certain locally stationary stochastic processes (English)
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    22 December 2009
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    locally stationary continuous-time stochastic processes
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    linear minimum mean squared error filtering
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