Operator approach to time series filtering problem

zbMath0833.60048MaRDI QIDQ1901880

O. G. Gorshkov, Vladimir N. Fomin

Publication date: 5 March 1996

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

time seriesstationary processescausal linear operators in Hilbert spaceoptimal filtering theoryWiener-Kolmogorov theory

Mathematics Subject Classification ID

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

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