Transmutation and linear stochastic estimation

DOI10.1080/00036818408839497zbMath0542.62082OpenAlexW2056890642WikidataQ58299038 ScholiaQ58299038MaRDI QIDQ3330350

Robert W. Carroll

Publication date: 1984

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036818408839497

zbMATH Keywords

filteringminimizationlinear least squares estimationcharacterization of transmutation kernels

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Scattering theory for PDEs (35P25) Inverse problems involving ordinary differential equations (34A55)

Related Items (2)

Patterns and structure in systems governed by linear second-order differential equations ⋮ Fourier type analysis and the marcenko equation

Cites Work

• A view of three decades of linear filtering theory
• Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
• A Note on Least Squares Estimation by the Innovations Method
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