Properties of infinite covariance matrices and stability of optimum predictors
- 1 July 1969
- journal article
- Published by Elsevier in Information Sciences
- Vol. 1 (3) , 221-236
- https://doi.org/10.1016/s0020-0255(69)80009-5
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Global theory of the Riccati equationJournal of Computer and System Sciences, 1967
- Control System Analysis and Design Via the “Second Method” of Lyapunov: I—Continuous-Time SystemsJournal of Basic Engineering, 1960
- Least squares filtering and prediction of nonstationary sampled dataInformation and Control, 1958
- An Extension of Wiener's Theory of PredictionJournal of Applied Physics, 1950