Linear filtering of a two-dimensional process with stationary components having quasirational joint spectral density

DOI10.1007/BF01097213zbMath0708.62087MaRDI QIDQ920530

Publication date: 1990

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

Full work available at URL: https://eudml.org/doc/198256

zbMATH Keywords

linear filtration mean-square optimal filtering quasi-rational spectral density stationary components two-dimensional process

Mathematics Subject Classification ID

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

Cites Work

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