Spectral distance measures between Gaussian processes

DOI10.1109/TAC.1980.1102475zbMath0454.93040OpenAlexW2140263939MaRDI QIDQ3902912

Dimitri Kazakos, P. Papantoni-Kazakos

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1980.1102475

zbMATH Keywords

Gaussian processesprediction theoryspectral distance measures

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Model systems in control theory (93C99)

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