Optimal filter construction for a general quadratic cost functional
From MaRDI portal
Publication:1373657
zbMath0887.60052MaRDI QIDQ1373657
Michael Ruzhansky, Vladimir N. Fomin
Publication date: 23 April 1998
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (2)
Best approximation of the identity mapping: The case of variable finite memory ⋮ Optimal multilinear estimation of a random vector under constraints of causality and limited memory
This page was built for publication: Optimal filter construction for a general quadratic cost functional
