Optimal linear filtering and extrapolation of realizations of a vector random function observed with errors

DOI10.1007/BF02667065zbMath1004.60038MaRDI QIDQ5951289

V. D. Kudritskij

Publication date: 12 November 2002

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites Work

• Optimal linear extrapolation algorithm for realization of a vector random sequence observed without errors

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