Factorization of the matrix spectral density and the solution of the problem of the linear filtering of multidimensional stationary random processes
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Publication:1899658
zbMath0833.93054MaRDI QIDQ1899658
Publication date: 19 October 1995
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Linear systems in control theory (93C05)
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