AN OPTIMAL LINEAR FILTER FOR ESTIMATION OF RANDOM FUNCTIONS IN HILBERT SPACE

DOI10.1017/S1446181120000188zbMath1462.49041arXiv2008.12485OpenAlexW3082556931MaRDI QIDQ4983565

Anatoli Torokhti, Phil G. Howlett

Publication date: 26 April 2021

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

Full work available at URL: https://arxiv.org/abs/2008.12485

zbMATH Keywords

linear operatorsoptimal estimationgeneralized inverse operatorsrandom functions

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

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