scientific article; zbMATH DE number 3849110

MaRDI QIDQ3318663zbMATH OpenFDO

Authors E. I. Trofimov

Publication date 1982

Full work available at URL https://eudml.org/doc/69219

zbMATH Keywords

characteristic functionalsconditionally Gaussian processesfiltering of random processes

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Exact distribution theory in statistics (62E15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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