scientific article; zbMATH DE number 4145810

MaRDI QIDQ3476725zbMATH OpenFDO

Authors Wilfried Grecksch

Publication date 1989

zbMATH Keywords

additive uncorrelated Gaussian noisefiltrationpredictionrandom discrete-time infinite-dimensionaltime-discrete parabolic Ito equationWiener-Hopf theory

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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