Addenda to "A Variational Problem Related to an Optimal Filter Problem with Self-Correlated Noise"

DOI10.2307/1995863zbMATH Open0216.42404OpenAlexW4255897520MaRDI QIDQ5620133FDOQ5620133

Authors: Leonard David Berkovitz, H. Pollard 

Publication date: 1971

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1995863

Mathematics Subject Classification ID

Optimality conditions (49K99) Existence theories in calculus of variations and optimal control (49J99)

Cited In (3)

• A class of variational problems
• A class of filter problems. I: Existence Theory
• A class of filter problems. II: Solution for absolutely continuous kernels

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