Approximations to Wiener Optimum Filters and Predictors

DOI10.1137/0108050MaRDI QIDQ5612992zbMATH OpenOpenAlexFDO

Authors Frederick J. Beutler

Publication date 1961

Published in Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0108050

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35)

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