Minimization of a functional over the set of causal operators of causal Hilbert space

DOI10.1007/BF02364867zbMath0863.93082OpenAlexW2069116961MaRDI QIDQ1920685

Vladimir N. Fomin

Publication date: 3 June 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02364867

zbMATH Keywords

spectral factorizationquadratic functionalcausal operatorsoptimal filtering theory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Operator-theoretic methods (93B28)

Related Items (1)

Unnamed Item

Cites Work

• An extension of the special factorization with applications to Wiener- Hopf equations
• On a class of operators on Hilbert space with applications to factorization and systems theory
• Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators
• Linear-quadratic problem of stochastic control. II: The separation problem
• Stochastic processes and filtering theory
• Resolution space, operators and systems
• A Normal form for a Matrix under the Unitary Congruence Group
• A mapping result between Wiener theory and Kalman filtering for nonstationary processes
• Causality, Strict Causality and Invertibility for Systems in Hilbert Resolution Spaces
• Spectral factorization of a finite-dimensional nonstationary matrix covariance
• On the spectral factorization of nonstationary vector random processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Minimization of a functional over the set of causal operators of causal Hilbert space