Unbiased Wiener filtering: Nonstationary processes

DOI10.1016/0165-1684(91)90038-KzbMath0751.93076OpenAlexW2078969247MaRDI QIDQ1180375

N. M. Spencer, V. V. Anh

Publication date: 27 June 1992

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(91)90038-k

zbMATH Keywords

Wiener-Hopf type equationGreen's matricesunbiased filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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