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

DOI10.1007/BF02364867zbMath0863.93082OpenAlexW2069116961MaRDI QIDQ1920685

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

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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