scientific article; zbMATH DE number 1064367

zbMath0882.45001MaRDI QIDQ4355841

Thomas Kailath

Publication date: 8 March 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionmoment problemspectral factorizationtime seriesBrownian motionMarkov processstochastic processKalman filterWiener-Hopf equationsmathematical engineeringWiener-filtering signals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Biographies, obituaries, personalia, bibliographies (01A70) Signal detection and filtering (aspects of stochastic processes) (60G35) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Prediction theory (aspects of stochastic processes) (60G25)

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