scientific article; zbMATH DE number 3940596

MaRDI QIDQ3711640zbMATH OpenFDO

Authors Craig F. Ansley, Robert Kohn

Publication date 1986

zbMATH Keywords

diffuse priorKalman filternonlinear regressionoptimal smoothing splinesreproducing kernel Hilbert spacesignal extractionstochastic differential equationstochastic process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10)

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(6)

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• Stochastic dynamic models and Chebyshev splines
• Robust continuous-time smoothers without two-sided stochastic integrals
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