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scientific article; zbMATH DE number 1511592
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scientific article; zbMATH DE number 1511592

    Statements

    publication date
    27 September 2000
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    zbMATH Keywords
    stationary random signals
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    Bayesian estimation
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    white noise
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    prediction
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    Kalman filter
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    estimation of spectral density
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    author
    Emmanuel Duflos
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    Philippe Vanheeghe
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62-01
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    62F15
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    62F10
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    zbMATH DE Number
    1511592
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