Publication:3321950
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zbMath0536.93049MaRDI QIDQ3321950
Publication date: 1983
Rademacher functions; Wiener integrals; Fourier-Hermite series; approximate estimator; discrete-time recursive algorithm; memoryless nonlinear postprocessor
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
42C10: Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.)
60H05: Stochastic integrals
62L12: Sequential estimation
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