Linear filtering of stationary random processes with continuous time

zbMath0810.93067MaRDI QIDQ1335693

V. F. Muravlev, O. V. Pisarev, G. A. Golubev

Publication date: 8 November 1994

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Wiener filteringlinear filteringcontinuous-timefactorization of the spectral densityHilbert transformationsirrational spectral densities

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Frequency-response methods in control theory (93C80) Linear systems in control theory (93C05)

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