×

The linear filtration and prediction of indirectly observed random processes. (English) Zbl 0349.60044


MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
PDF BibTeX XML Cite
Full Text: EuDML

References:

[1] N. Aronszajn: Theory of Reproducing Kernels. Trans. Amer. Math. Soc. 68 (1950), 337-404. · Zbl 0037.20701
[2] G. Bachman N. Narici: Functional Analysis. Academic Press, New York 1966. · Zbl 0141.11502
[3] J. Hájek: On linear Statistical Problems in Stochastic Processes. Czech. Math. J. 12 (1962), 404-444. · Zbl 0114.34504
[4] P. Halmos: Introduction to Hilbert Spaces. Chelsea, New York 1951. · Zbl 0045.05702
[5] R. E. Kalman R. S. Bucy: New Results in Linear Filtering and Prediction Theory. J. Basic Engrg. 55 (1961), 95-108.
[6] A. Kolmogorov: Interpolation and Extrapolation. Bull. Acad. Sc. URSS, Ser. Math. (1941), 3-14.
[7] Р. Ш. Липцєр А. Н. Ширяев: Статистика случайных процесов. Hayka, Москва 1974.
[8] E. Parzen: Time Series Analysis Papers. Holden-Day, San Francisco 1967. · Zbl 0171.39602
[9] E. Parzen: A New Approach to the Synthesis of Optimal Smoothing and Prediction Systems. Math. Optim. Techniques (1963), 75-108. · Zbl 0116.10401
[10] A. Pázman: The Ordering of Experimental Design. Kybernetika 10 (1974), 373-388.
[11] F. Štulajter: Lineárna filtrácia a predikcia náhodných procesov. Report, Bratislava 1975.
[12] N. Wiener: The Extrapolation, Interpolation and Smoothing of Stationary Time Series. Wiley, New York 1949. · Zbl 0036.09705
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.