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

DOI10.1007/BF02364867MaRDI QIDQ1920685zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

spectral factorizationquadratic functionalcausal operatorsoptimal filtering theory

Mathematics Subject Classification ID

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

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Cited in

(4)

• scientific article; zbMATH DE number 1321107 (Why is no real title available?)
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• Necessary conditions for the optimality of discontinuous, linear, time-varying, filtering problems

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