Linear filtering of stationary random processes with continuous time

MaRDI QIDQ1335693zbMATH OpenFDO

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)

zbMATH Keywords

continuous-timelinear filteringWiener filteringfactorization of the spectral densityHilbert transformationsirrational spectral densities

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Frequency-response methods in control theory (93C80)

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