Optimal filtering of square-integrable signals in Gaussian noise

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Publication:1148851


zbMath0452.94003MaRDI QIDQ1148851

M. S. Pinsker

Publication date: 1980

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/ppi/v16/i2/p52


60G15: Gaussian processes

93E11: Filtering in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)


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