Approximations to Wiener Optimum Filters and Predictors

DOI10.1137/0108050zbMath0211.51502MaRDI QIDQ5612992

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

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

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

60G25: Prediction theory (aspects of stochastic processes)