Factorization algorithms and non‐stationary wiener filtering (Q3971873)
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scientific article; zbMATH DE number 9782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorization algorithms and non‐stationary wiener filtering |
scientific article; zbMATH DE number 9782 |
Statements
Factorization algorithms and non‐stationary wiener filtering (English)
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25 June 1992
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factorization
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Kolmogorov-Wiener prediction
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Kalman prediction
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algorithm
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linear least squares prediction
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non-stationary processes
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second order martingale difference processes
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0.86723214
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0.8617029
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0.86045027
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0.85716504
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0.8568072
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0.85379624
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