An initial-value solution of the least-squares estimation problem with degenerate covariance

DOI10.1016/0096-3003(83)90031-0zbMATH Open0536.93063OpenAlexW2078212051MaRDI QIDQ792286FDOQ792286

Authors: Sueo Ueno 

Publication date: 1983

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(83)90031-0

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zbMATH Keywords

Bellman-Krein-Sobolev type formuladegenerate covariancelinear least-square estimationWiener-Hopf type Fredholm integral equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear ordinary differential equations and systems (34A34) Estimation and detection in stochastic control theory (93E10) Fredholm integral equations (45B05) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

Cites Work

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• An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels
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• Invariant imbedding and the resolvent of Fredholm integral equations with semi-degenerate kernels
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• Functional Equations in the Theory of Dynamic Programming--VII. A Partial Differential Equation for the Fredholm Resolvent
• Invariant imbedding and Fredholm integral equations with degenerate kernels
• Invariant imbedding and the resolvent of Fredholm integral equations with variable parameters
• An initial value method for fredholm integral equations of convolution type^*
• Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations
• A new initial-value method for on-line filtering and estimation (Corresp.)
• Invariant imbedding and the resolvent of Fredholm integral equation with composite symmetric kernel
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Cited In (2)

• Approximate initial-value solutions to a nonlinear Fredholm integral equation with semidegenerate covariance kernels in optimum receiver design
• Cauchy problem for least-squares estimation with semidegenerate covariance

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