Linear filtering of stationary random processes with continuous time
zbMATH Open0810.93067MaRDI QIDQ1335693FDOQ1335693
Authors: G. A. Golubev, V. F. Muravlev, O. V. Pisarev
Publication date: 8 November 1994
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
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- scientific article; zbMATH DE number 4109752
- Publication:4729202
continuous-timelinear filteringWiener filteringfactorization of the spectral densityHilbert transformationsirrational spectral densities
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Frequency-response methods in control theory (93C80)
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