Optimal filtration of matrix Gaussian random processes in planes lateral motion problem

MaRDI QIDQ3453840zbMATH OpenFDO

Authors A. Yu. Litvin, V. T. Pristavko

Publication date 30 November 2015

Full work available at URL http://mathnet.ru/eng/isu399

zbMATH Keywords

\(n\)-covariance matrixGaussian random processesmatrix filtrationsquare-law functional

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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