An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities (Q753372)

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An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities
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    An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities (English)
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    1991
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    See the review in Zbl 0679.62073.
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    best linear estimators
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    linear filtering
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    stationarily connected stationary random processes
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    least squares method
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    explicit solution
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    filtration problem
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    irrational densities
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    quasi-rational densities
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