Riemann function approach to unbiased filtering and prediction

DOI10.1006/jmaa.1995.1162zbMath0823.60037OpenAlexW2036636273MaRDI QIDQ1895328

N. M. Spencer, V. V. Anh

Publication date: 16 August 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1162

zbMATH Keywords

Green's functionfiltering and prediction of signalssecond-order self-adjoint linear differential equationtime-dependent ARMA noise process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Covariance factorisation and abstract representation of generalised random fields

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