An initial-value solution of the least-squares estimation problem with degenerate covariance

DOI10.1016/0096-3003(83)90031-0zbMath0536.93063OpenAlexW2078212051MaRDI QIDQ792286

Sueo Ueno

Publication date: 1983

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(83)90031-0

zbMATH Keywords

Bellman-Krein-Sobolev type formuladegenerate covariancelinear least-square estimationWiener-Hopf type Fredholm integral equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Nonlinear ordinary differential equations and systems (34A34) Signal detection and filtering (aspects of stochastic processes) (60G35) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Fredholm integral equations (45B05)

Related Items

Cauchy problem for least-squares estimation with semidegenerate covariance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Reduction of Fredholm integral equations to Cauchy systems
• Generalized Sobolev's phi function for the resolvent of a Milne-type integral equation with a degenerate kernel
• The invariant imbedding numerical method for Fredholm integral equations with degenerate kernels
• Invariant imbedding and the resolvent of Fredholm integral equations with semi-degenerate kernels
• Functional Equations in the Theory of Dynamic Programming--VII. A Partial Differential Equation for the Fredholm Resolvent
• Invariant imbedding and Fredholm integral equations with degenerate kernels
• A view of three decades of linear filtering theory
• Invariant imbedding and the resolvent of Fredholm integral equations with variable parameters
• An initial value method for fredholm integral equations of convolution type^*
• Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations
• An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels
• A new initial-value method for on-line filtering and estimation (Corresp.)
• Invariant imbedding and the resolvent of Fredholm integral equation with composite symmetric kernel

This page was built for publication: An initial-value solution of the least-squares estimation problem with degenerate covariance