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Linear power filtration of nonsteady, doubly-stochastic, Gaussian noise - MaRDI portal

Linear power filtration of nonsteady, doubly-stochastic, Gaussian noise

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Publication:1582849

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DOI10.1007/BF02766526zbMath0959.62080MaRDI QIDQ1582849

A. F. Terpugov, A. L. Bogdanov

Publication date: 2 May 2001

Published in: Russian Physics Journal (Search for Journal in Brave)

zbMATH Keywords

Gaussian noise information transmission autoregression models optimal linear filtration

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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