Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators (Q1119235)

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Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators
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    Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators (English)
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    1988
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    factorization of correlation operators
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    linear optimal filter
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    nonstationary stochastic processes
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