{"entities":{"Q1333192":{"pageid":1343931,"ns":120,"title":"Item:Q1333192","lastrevid":47266861,"modified":"2026-01-01T04:30:00Z","type":"item","id":"Q1333192","labels":{"en":{"language":"en","value":"Optimal linear filtering and smoothing for a discrete-time stable linear model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 638484"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333192$4C562952-8614-4E48-BF39-D9D38D9FC7C8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"500c332f4caf269c2ec7311c1f42ab17888ea210","datavalue":{"value":{"text":"Optimal linear filtering and smoothing for a discrete-time stable linear model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1333192$0B5A19F0-B35C-4A37-BB33-9E22DF1D41F6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8b8cd12141d712d9c39b04edf2c4092c9de3fd2a","datavalue":{"value":"0806.60030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$2E161A9E-1348-461B-A7D4-BEC8BE04D234","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"790436c098e5429a4584332cacf594002e26add1","datavalue":{"value":{"entity-type":"item","numeric-id":196873,"id":"Q196873"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333192$4C78517A-318A-4988-8871-32E4E18DB973","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9528a501ec22dbb1ec7f3267af8d86bef9ac2fcf","datavalue":{"value":{"entity-type":"item","numeric-id":57672,"id":"Q57672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333192$042C442A-5A0D-41BA-BD1F-C9EBF4B0A4F3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"39d0531cade64b487fc0bbaad6ff1ddcd7dd07ee","datavalue":{"value":{"time":"+1995-02-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1333192$6B0A6A84-5A35-4B2A-98FF-5DF417D1A3F2","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"f9c6517ed9b1add761265afae9530cd5b2544048","datavalue":{"value":"This paper studies the optimal linear filtering, smoothing, and prediction problem for a discrete-time stable linear model with constant coefficients. In Section 2, some technical results, conditional expectation and metric projection for multivariate symmetric stable distributions are established. In Section 3, the author considers the symmetric stable model and generalizes the classical Kalman-Bucy discrete-time Gaussian model; Theorem 3.1 gives a recursive formula for the optimal linear filtered estimate and for the estimation error. In Section 4, we can find the main result of this paper: Theorem 4.1 gives an explicit formula for the optimal linear smoothed estimate of the signal \\(X_ k\\) given not only the whole past but also a part of the future observations \\((Y_ 1, \\dots, Y_{k + m})\\). Finally Proposition 4.2 gives a recursive formula for the optimal linear predicted estimate, and its conditional expectation, of the signal \\(X_{k + m}\\) based only on the part of the past observations \\((Y_ 1, \\dots, Y_ k)\\).   A nice paper, and I think that its extension to continuous-time model will be very interesting.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333192$35A6ED9A-3A3C-471F-A253-A15D3419D644","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"8d3c102b5b56d5cea4c8f850db3444fbb0a19fba","datavalue":{"value":"60G35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$7AA58233-CC14-40DF-9274-83F7E66464D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b2d9cbcdee95a31a6646146f41d5b4b9ff88797","datavalue":{"value":"60E07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$CB3C6E75-DDAD-4D7E-B7AB-92BAA34BD651","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$11DF4C22-EB7B-41CC-8F9C-1F5249447C06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"19887720c9f9a189dd61bc85aa051ea9f0a2325d","datavalue":{"value":"93E11","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$511B09B3-F767-4421-8CBC-52F88B40B59B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"df651651622376d64eebacb1662d52bf562d5f9b","datavalue":{"value":"638484","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$1A6770E9-EC20-4BF5-AE81-CC4B9BEAB06C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"59fad93d00f6df523a391390e59d73142d86ca9e","datavalue":{"value":"symmetric stable distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333192$F2E4BFC6-E546-4B79-9A39-19C023EAF988","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4fe7f7caf33f4cc1e6e3adc07a662e6668180aa1","datavalue":{"value":"optimal linear filtering","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333192$234A47AE-B2A0-4F86-9715-8E364DE59B80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e9cd098a6f3e1c8c5960f4d053332c3dd15dd037","datavalue":{"value":"prediction problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333192$D527126B-A5B6-4D30-8DEB-349854543A0F","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"0643924b69d29cd9ef690015120340728f9fa906","datavalue":{"value":{"entity-type":"item","numeric-id":257541,"id":"Q257541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333192$E514F960-E0F9-418C-BEC8-BDDC84466FED","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333192$9336212A-483F-4CDE-B515-26ADBCDE26A3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c53f5727573579d8a283e253f1da6aa491db84a2","datavalue":{"value":"https://doi.org/10.1006/jmva.1994.1035","type":"string"},"datatype":"url"},"type":"statement","id":"Q1333192$948C992D-9668-436B-B9EE-0727F9519B25","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d929189460452a729e6672c45178928c01491b3b","datavalue":{"value":"W2005590002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$F565E6F3-42E3-4501-8643-2A900B15B04F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8cf28b3b30fea858b82c0019e8b6f1ef2cc878eb","datavalue":{"value":"10.1006/JMVA.1994.1035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333192$D9AFACD1-8084-4DE5-BD11-ACD1E50A8B50","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b2b2e916baacb42b8c97b03df6c56846b7421b24","datavalue":{"value":{"entity-type":"item","numeric-id":3784925,"id":"Q3784925"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"716d86fc7db581135ff1413e1b3b2360d0e060d4","datavalue":{"value":{"amount":"+0.8315312266349792","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333192$BBC41A13-D5DE-4D2C-9895-477CA35107CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86c692a38cdb033bd4d4f18155989b92599479ed","datavalue":{"value":{"entity-type":"item","numeric-id":3833349,"id":"Q3833349"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4907b740a6d31268b07874c0973a64d74cdf5d13","datavalue":{"value":{"amount":"+0.8218795657157898","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333192$0A71C2B7-A978-400B-B986-32418012A83C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06123ac883c89ed6991adbdc73f0def5f9f4be1c","datavalue":{"value":{"entity-type":"item","numeric-id":3820508,"id":"Q3820508"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7be90ee10eeae5c51b31e1d6b1a4d908455706c","datavalue":{"value":{"amount":"+0.8190998435020447","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333192$1BC753F6-1E8B-4378-8D03-481407E72318","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"23a9762e55effbca8e2fa4955d06d4015bdff560","datavalue":{"value":{"entity-type":"item","numeric-id":3993534,"id":"Q3993534"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fb3d0daebad9ea820016df568886431889a09a3c","datavalue":{"value":{"amount":"+0.8179169297218323","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333192$479CD2DB-F767-4FF6-8353-FA8B67F61E84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88c6a359077aa1089b9b0a695c610c433f1476ef","datavalue":{"value":{"entity-type":"item","numeric-id":4506954,"id":"Q4506954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"785a2c3ea7f8da76aa64d51e08fb2199681133d7","datavalue":{"value":{"amount":"+0.8064454793930054","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333192$26D68BA9-7933-42A5-BAA0-31D1ED9DE565","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1333192","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1333192"}}}}}