Linear estimators and measurable linear transformations on a Hilbert space
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Publication:4743484
DOI10.1007/BF00533743zbMath0506.60004OpenAlexW2042722852MaRDI QIDQ4743484
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00533743
Wiener measureconditioningfilteringlinear estimatorsGaussian measuresBayes estimatorsmeasurable linear transformations
Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Bayesian problems; characterization of Bayes procedures (62C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Probability theory on linear topological spaces (60B11)
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