A simple solution to smoothing, filtering, and prediction problems using series representations (Corresp.)

DOI10.1109/TIT.1974.1055193zbMATH Open0307.93042MaRDI QIDQ4065397FDOQ4065397

Authors: William A. Gardner 

Publication date: 1974

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Cited In (1)

• Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach

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