Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators
type: Item
instance of: scholarly article
title: Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators
zbMATH Open document ID: 0669.93072
author: O. A. Petrov
author: Vladimir N. Fomin
published in: Automation and Remote Control
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 4097255
zbMATH Keywords: factorization of correlation operators
zbMATH Keywords: linear optimal filter
zbMATH Keywords: nonstationary stochastic processes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4097255