An initial-value solution of the least-squares estimation problem with degenerate covariance
Publication:792286
DOI10.1016/0096-3003(83)90031-0zbMath0536.93063OpenAlexW2078212051MaRDI QIDQ792286
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
Bellman-Krein-Sobolev type formuladegenerate covariancelinear least-square estimationWiener-Hopf type Fredholm integral equation
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)
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Cites Work
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