A procedure for constructing optimum functional filters for linear stationary stochastic systems (Q1735207)

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scientific article; zbMATH DE number 7043932
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English
A procedure for constructing optimum functional filters for linear stationary stochastic systems
scientific article; zbMATH DE number 7043932

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    A procedure for constructing optimum functional filters for linear stationary stochastic systems (English)
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    28 March 2019
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    functional observer
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    functional filter
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    transfer function
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    unbiased estimate
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    lowered order
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    mean-square error
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    optimization problem
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    reduction
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    biased estimate
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