An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities (Q753372)
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scientific article; zbMATH DE number 4180613
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| English | An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities |
scientific article; zbMATH DE number 4180613 |
Statements
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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0.9012904
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0.8954996
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0.8931734
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0.8888351
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0.88686526
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0.8846041
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