scientific article; zbMATH DE number 1064367

zbMATH Open0882.45001MaRDI QIDQ4355841FDOQ4355841

Authors: T. Kailath 

Publication date: 8 March 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filterpredictiontime seriesMarkov processBrownian motionmoment problemspectral factorizationWiener-Hopf equationsstochastic processmathematical engineeringWiener-filtering signals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Biographies, obituaries, personalia, bibliographies (01A70) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

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