Publication:4939545

zbMath0947.60041MaRDI QIDQ4939545

Yûichirô Kakihara

Publication date: 1 November 2000

zbMATH Keywords

Hilbert space; infinite-dimensional systems; Kalman filter; Wiener-Hopf equation

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)