scientific article; zbMATH DE number 4120092

zbMATH Open0683.93080MaRDI QIDQ4733802FDOQ4733802

Authors: Patrick Duvaut 

Publication date: 1989

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

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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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