Minimization of a functional over the set of causal operators of causal Hilbert space

DOI10.1007/BF02364867zbMATH Open0863.93082OpenAlexW2069116961MaRDI QIDQ1920685FDOQ1920685

Authors: Vladimir N. Fomin 

Publication date: 3 June 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02364867

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zbMATH Keywords

spectral factorizationquadratic functionalcausal operatorsoptimal filtering theory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Operator-theoretic methods (93B28)

Cites Work

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Cited In (4)

• Necessary conditions for the optimality of discontinuous, linear, time-varying, filtering problems
• Abstract Optimal Linear Filtering
• Title not available (Why is that?)
• Operator approach to time series filtering problem

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