Optimal Filtering of Continuous-Time Stationary Processes by Means of the Backward Innovation Process
- 1 November 1974
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 12 (4) , 747-754
- https://doi.org/10.1137/0312058
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A New Algorithm for Optimal Filtering of Discrete-Time Stationary ProcessesSIAM Journal on Control, 1974
- Optimal control of linear stochastic systems with applications to time lag systemsInformation Sciences, 1973
- A Note on Least Squares Estimation by the Innovations MethodSIAM Journal on Control, 1972
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961