Mean-Square Filtering Problem for Discrete Volterra Equations (Q4826132)
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scientific article; zbMATH DE number 2114435
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English | Mean-Square Filtering Problem for Discrete Volterra Equations |
scientific article; zbMATH DE number 2114435 |
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Mean-Square Filtering Problem for Discrete Volterra Equations (English)
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11 November 2004
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linear discrete Volterra equations
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stochastic mean square filtering problem
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duality theory
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dimension reduction
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filter approximation
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reduced Kalman filter
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level of nonoptimality
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