An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities (Q753372)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities |
scientific article |
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An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities (English)
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1991
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See the review in Zbl 0679.62073.
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best linear estimators
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linear filtering
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stationarily connected stationary random processes
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least squares method
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explicit solution
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filtration problem
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irrational densities
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quasi-rational densities
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