scientific article; zbMATH DE number 4120092

MaRDI QIDQ4733802zbMATHFDO

Authors Patrick Duvaut

Publication date 1989

zbMATH Keywords

predictionthird order momentslinear-quadratic Wiener filteringnull linear estimationsingular quadratic estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Discrete-time control/observation systems (93C55)

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