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Volumn 38, Issue 5, 2000, Pages 1334-1352

Abstract optimal linear filtering

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR EQUATIONS; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION;

EID: 0033677094     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S036301299834778X     Document Type: Article
Times cited : (16)

References (11)
  • 1
    • 84933380756 scopus 로고
    • A simplified derivation of linear least square smoothing and prediction theory
    • H. W. BODE AND C. E. SHANNON, A simplified derivation of linear least square smoothing and prediction theory, Proc. I.R.E., 38 (1950), pp. 417-425.
    • (1950) Proc. I.R.E. , vol.38 , pp. 417-425
    • Bode, H.W.1    Shannon, C.E.2
  • 7
    • 0027686934 scopus 로고
    • Operator approaches to time series filtering problem
    • Vestnik S.-Peterburg. Univ., Ser. 1, in Russian
    • O. G. GORSHKOV AND V. N. FOMIN, Operator approaches to time series filtering problem, Vestnik S.-Peterburg. Univ., Ser. 1, Mat. Mekh. Astronom., 4 (1993), pp. 16-21 (in Russian).
    • (1993) Mat. Mekh. Astronom. , vol.4 , pp. 16-21
    • Gorshkov, O.G.1    Fomin, V.N.2
  • 8
    • 0003195582 scopus 로고
    • Interpolation and extrapolation of the stationary random sequences
    • in Russian
    • A. N. KOLMOGOROV, Interpolation and extrapolation of the stationary random sequences, Izv. AN SSSR Math., 5 (1941), pp. 3-14 (in Russian).
    • (1941) Izv. AN SSSR Math. , vol.5 , pp. 3-14
    • Kolmogorov, A.N.1
  • 10
    • 0004965032 scopus 로고
    • The optimal filter construction with the quadratic quality functional of general form
    • Vestnik S.-Peterburg. Univ., Ser. 1, in Russian; English translation in Vestnik St. Petersburg Univ. Math. 28 (4) (1996), pp. 42-46
    • M. V. RUZHANSKY AND V. N. FOMIN, The optimal filter construction with the quadratic quality functional of general form, Vestnik S.-Peterburg. Univ., Ser. 1, Mat. Mekh. Astronom., 4 (1995), pp. 50-56, (in Russian; English translation in Vestnik St. Petersburg Univ. Math. 28 (4) (1996), pp. 42-46.
    • (1995) Mat. Mekh. Astronom. , vol.4 , pp. 50-56
    • Ruzhansky, M.V.1    Fomin, V.N.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.