Continuous Smoothing with Polynomial Weighting

DOI10.1137/0119037zbMath0211.51601OpenAlexW2013465984MaRDI QIDQ5612994

William F. Trench

Publication date: 1970

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0119037

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Discrete minimum variance smoothing of a polynomial plus random noise ⋮ Strong discrete minimum variance estimation of a polynomial plus random noise

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