Abstract Optimal Linear Filtering
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Publication:4507412
DOI10.1137/S036301299834778XzbMath0957.93083MaRDI QIDQ4507412
Vladimir N. Fomin, Michael Ruzhansky
Publication date: 18 October 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
linear filteringoptimal filterBode-Shannon formulacausal filteringfiltering in Hilbert spacesstable filtering
Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Generalized stochastic processes (60G20) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems involving randomness (49K45)
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Best approximation of the identity mapping: The case of variable finite memory ⋮ Filtering of infinite sets of stochastic signals: an approach based on interpolation techniques ⋮ Data compression under constraints of causality and 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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