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

DOI10.1016/0096-3003(83)90031-0MaRDI QIDQ792286zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

• A new initial-value method for on-line filtering and estimation (Corresp.)
• A view of three decades of linear filtering theory
• An initial value method for fredholm integral equations of convolution type^*
• An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels
• Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations
• Functional Equations in the Theory of Dynamic Programming--VII. A Partial Differential Equation for the Fredholm Resolvent
• Generalized Sobolev's phi function for the resolvent of a Milne-type integral equation with a degenerate kernel
• scientific article; zbMATH DE number 3112168 (Why is no real title available?)
• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
• scientific article; zbMATH DE number 3088487 (Why is no real title available?)
• Invariant imbedding and Fredholm integral equations with degenerate kernels
• Invariant imbedding and the resolvent of Fredholm integral equation with composite symmetric kernel
• Invariant imbedding and the resolvent of Fredholm integral equations with semi-degenerate kernels
• Invariant imbedding and the resolvent of Fredholm integral equations with variable parameters
• Reduction of Fredholm integral equations to Cauchy systems
• The invariant imbedding numerical method for Fredholm integral equations with degenerate kernels

Cited in

(2)

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

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