Approximations to Wiener Optimum Filters and Predictors
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Publication:5612992
DOI10.1137/0108050zbMath0211.51502OpenAlexW2036631384MaRDI QIDQ5612992
Publication date: 1961
Published in: Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0108050
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)