| Title:
|
The linear filtration and prediction of indirectly observed random processes (English) |
| Author:
|
Štulajter, František |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
12 |
| Issue:
|
5 |
| Year:
|
1976 |
| Pages:
|
(316)-327 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G35 |
| MSC:
|
93E10 |
| idZBL:
|
Zbl 0349.60044 |
| idMR:
|
MR0446688 |
| . |
| Date available:
|
2009-09-24T16:52:26Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124747 |
| . |
| Reference:
|
[1] N. Aronszajn: Theory of Reproducing Kernels.Trans. Amer. Math. Soc. 68 (1950), 337-404. Zbl 0037.20701, MR 0051437 |
| Reference:
|
[2] G. Bachman N. Narici: Functional Analysis.Academic Press, New York 1966. MR 0217549 |
| Reference:
|
[3] J. Hájek: On linear Statistical Problems in Stochastic Processes.Czech. Math. J. 12 (1962), 404-444. MR 0152090 |
| Reference:
|
[4] P. Halmos: Introduction to Hilbert Spaces.Chelsea, New York 1951. |
| Reference:
|
[5] R. E. Kalman R. S. Bucy: New Results in Linear Filtering and Prediction Theory.J. Basic Engrg. 55 (1961), 95-108. MR 0234760 |
| Reference:
|
[6] A. Kolmogorov: Interpolation and Extrapolation.Bull. Acad. Sc. URSS, Ser. Math. (1941), 3-14. |
| Reference:
|
[7] P. Ш. Липцep A. H. Ширяев: Статистика случайных процесов.Hayкa, Mocквa 1974. |
| Reference:
|
[8] E. Parzen: Time Series Analysis Papers.Holden-Day, San Francisco 1967. Zbl 0171.39602, MR 0223042 |
| Reference:
|
[9] E. Parzen: A New Approach to the Synthesis of Optimal Smoothing and Prediction Systems.Math. Optim. Techniques (1963), 75-108. Zbl 0116.10401, MR 0160671 |
| Reference:
|
[10] A. Pázman: The Ordering of Experimental Design.Kybernetika 10 (1974), 373-388. MR 0381170 |
| Reference:
|
[11] F. Štulajter: Lineárna filtrácia a predikcia náhodných procesov.Report, Bratislava 1975. |
| Reference:
|
[12] N. Wiener: The Extrapolation, Interpolation and Smoothing of Stationary Time Series.Wiley, New York 1949. |
| . |
