scientific article; zbMATH DE number 4113800

MaRDI QIDQ4729202zbMATH OpenFDO

Authors E. P. Fadeeva

Publication date 1986

zbMATH Keywords

best linear estimatorsexplicit solutionfiltration problemirrational densitiesleast squares methodlinear filteringquasi-rational densitiesstationarily connected stationary random processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20)

Recommendations

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Cited in

(4)

• Linear filtering of stationary random processes with continuous time
• Factorization of the matrix spectral density and the solution of the problem of the linear filtering of multidimensional stationary random processes
• scientific article; zbMATH DE number 3927996 (Why is no real title available?)
• An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities

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