Estimation and detection theory for multiple stochastic processes

DOI10.1016/0022-247X(60)90012-3MaRDI QIDQ2544327zbMATH OpenOpenAlexFDO

Authors A. V. Balakrishnan

Publication date 1960

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(60)90012-3

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13)

Cites work

• scientific article; zbMATH DE number 3046994 (Why is no real title available?)
• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• scientific article; zbMATH DE number 3084450 (Why is no real title available?)
• The Inversion of a Generalized Laplace Transform
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor

Cited in

(5)

• Intrinsic Riemannian functional data analysis
• A general theory of nonlinear estimation problems in control systems
• A contribution to the sphere-packing problem of communication theory
• Frame sequences and representations for samplable random processes
• Sparse Functional Principal Component Analysis in High Dimensions

This page was built for publication: Estimation and detection theory for multiple stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2544327)