Operator approach to time series filtering problem (Q1901880)
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scientific article; zbMATH DE number 815619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator approach to time series filtering problem |
scientific article; zbMATH DE number 815619 |
Statements
Operator approach to time series filtering problem (English)
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5 March 1996
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optimal filtering theory
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causal linear operators in Hilbert space
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Wiener-Kolmogorov theory
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stationary processes
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time series
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