A General Theory of Linear Prediction and Filtering
- 1 September 1956
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Journal of the Society for Industrial and Applied Mathematics
- Vol. 4 (3) , 131-151
- https://doi.org/10.1137/0104008
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Optimum Nonlinear FiltersJournal of Applied Physics, 1953
- Optimum Filters for the Detection of Signals in NoiseProceedings of the IRE, 1952
- On the Theory of Prediction of Nonstationary Stochastic ProcessesJournal of Applied Physics, 1952
- An Extension of Wiener's Theory of PredictionJournal of Applied Physics, 1950
- A Simplified Derivation of Linear Least Square Smoothing and Prediction TheoryProceedings of the IRE, 1950
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949