An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities

DOI10.1007/BF01104056zbMath0716.62097OpenAlexW2058969736MaRDI QIDQ753372

E. P. Fadeeva

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01104056

zbMATH Keywords

explicit solutionleast squares methodlinear filteringfiltration problembest linear estimatorsirrational densitiesquasi-rational densitiesstationarily connected stationary random processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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