Optimal filters which maximize the relation signal/noise in the stationary case

zbMath0856.93096MaRDI QIDQ1922651

K. G. Kasparova, Vladimir N. Fomin

Publication date: 10 December 1996

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

zbMATH Keywords

linear optimal filtersstationary process filtering

Mathematics Subject Classification ID

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