Error expressions for optimal linear filtering of stationary processes

DOI10.1109/TIT.1972.1054896zbMATH Open0244.93060MaRDI QIDQ5656664FDOQ5656664

Jakov Snyders

Publication date: 1972

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (1)

• Some relations between mutual information and estimation error in Wiener space

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