scientific article; zbMATH DE number 1064367
zbMATH Open0882.45001MaRDI QIDQ4355841FDOQ4355841
Authors: T. Kailath
Publication date: 8 March 1998
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Kalman filterpredictiontime seriesMarkov processBrownian motionmoment problemspectral factorizationWiener-Hopf equationsstochastic processmathematical engineeringWiener-filtering signals
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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