Addenda to "A Variational Problem Related to an Optimal Filter Problem with Self-Correlated Noise"
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Publication:5620133
DOI10.2307/1995863zbMath0216.42404OpenAlexW4255897520MaRDI QIDQ5620133
H. Pollard, Leonard D. Berkovitz
Publication date: 1971
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1995863
Optimality conditions (49K99) Existence theories in calculus of variations and optimal control (49J99)
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A class of filter problems. I: Existence Theory ⋮ A class of filter problems. II: Solution for absolutely continuous kernels ⋮ A class of variational problems
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