The Solution of an Integral Equation Related to an Optimal Linear Estimation Problem
- 1 June 1982
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 42 (3) , 588-607
- https://doi.org/10.1137/0142042
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Estimation of the Gauss–Markov process from observation of its signStochastic Processes and their Applications, 1983
- Solution of Certain Integral Equations with Difference KernelsSIAM Journal on Numerical Analysis, 1982