Explicit strict sense state-space realizations of non-stationary processes† (Q3693404)
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scientific article; zbMATH DE number 3918233
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| English | Explicit strict sense state-space realizations of non-stationary processes† |
scientific article; zbMATH DE number 3918233 |
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Explicit strict sense state-space realizations of non-stationary processes† (English)
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1985
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Gaussian process
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state space realizations
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minimum-variance
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maximum- variance
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0.801418125629425
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0.7673922777175903
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0.7650544047355652
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0.7506192326545715
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