Operator approach to time series filtering problem (Q1901880)

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scientific article; zbMATH DE number 815619
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    Operator approach to time series filtering problem
    scientific article; zbMATH DE number 815619

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      Operator approach to time series filtering problem (English)
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      5 March 1996
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      optimal filtering theory
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      causal linear operators in Hilbert space
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      Wiener-Kolmogorov theory
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      stationary processes
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      time series
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