Mean-Square Filtering Problem for Discrete Volterra Equations (Q4826132)
From MaRDI portal
scientific article; zbMATH DE number 2114435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Square Filtering Problem for Discrete Volterra Equations |
scientific article; zbMATH DE number 2114435 |
Statements
Mean-Square Filtering Problem for Discrete Volterra Equations (English)
0 references
11 November 2004
0 references
linear discrete Volterra equations
0 references
stochastic mean square filtering problem
0 references
duality theory
0 references
dimension reduction
0 references
filter approximation
0 references
reduced Kalman filter
0 references
level of nonoptimality
0 references
