Generalization of the theory of constrained optimal filtering to the case of nonwhite noise in observations

zbMath0583.93062MaRDI QIDQ1070207

I. D. Siluyanova

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

colored noiseregressionconstrained filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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