An optimal linear filter for random signals with realisations in a separable Hilbert space

DOI10.1017/S1446181100012888zbMath1028.94009OpenAlexW2165452414MaRDI QIDQ4430636

Charles E. M. Pearce, Phil G. Howlett, Anatoli Torokhti

Publication date: 12 October 2003

Published in: The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446181100012888

zbMATH Keywords

bounded linear operatorsHilbert-Schmidt operatorsBochner integralinfinite-dimensional Hilbert space

Mathematics Subject Classification ID

Hilbert and pre-Hilbert spaces: geometry and topology (including spaces with semidefinite inner product) (46C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Best approximation of the identity mapping: The case of variable finite memory ⋮ Optimal multilinear estimation of a random vector under constraints of causality and limited memory ⋮ AN OPTIMAL LINEAR FILTER FOR ESTIMATION OF RANDOM FUNCTIONS IN HILBERT SPACE ⋮ Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory

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• Separation conditions and approximation of continuous-time approximately finite memory systems
• On approximation of linear functionals on L/sub p/ spaces

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