On the error matrix in optimal linear filtering of stationary processes

DOI10.1109/TIT.1973.1055075zbMath0274.60035MaRDI QIDQ5182926

Jakov Snyders

Publication date: 1973

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Communication theory (94A05)

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Minimum variance constrained estimator ⋮ Robust prediction and interpolation for vector stationary processes

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