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Method of operator colligations in the filtering problem for nonstationary stochastic sequences - MaRDI portal

Method of operator colligations in the filtering problem for nonstationary stochastic sequences (Q2722220)

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scientific article; zbMATH DE number 1617443
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Method of operator colligations in the filtering problem for nonstationary stochastic sequences
scientific article; zbMATH DE number 1617443

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    11 July 2001
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    nonstationary stochastic sequences
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    filtering problem
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    operator colligations
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    Wiener-Hopf equation
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    Method of operator colligations in the filtering problem for nonstationary stochastic sequences (English)
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