On the problem of filtration of vector stationary sequences

MaRDI QIDQ3607395zbMATH OpenFDO

Authors O. Yu. Masyutka, M. P. Moklyachuk

Publication date 28 February 2009

Full work available at URL http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00718-7/home.html

zbMATH Keywords

filtrationoptimal linear estimationspectral densityvector stationary sequences

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20)

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