Characterizing finite-dimensional filters for the linear innovations of continuous-time random processes

DOI10.1109/TAC.1985.1103946zbMath0572.93072OpenAlexW2163094847MaRDI QIDQ3690729

Bradley W. Dickinson, Carla A. Schwartz

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1103946

zbMATH Keywords

linear filteringoptimal filtersfinite-dimensional realizability

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Realizations from input-output data (93B15)