Least squares filtering and prediction of nonstationary sampled data
- 1 December 1958
- journal article
- Published by Elsevier in Information and Control
- Vol. 1 (4) , 297-313
- https://doi.org/10.1016/s0019-9958(58)90199-2
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- The response of linear networks to suddenly applied stationary random noiseIRE Transactions on Circuit Theory, 1955
- On the Theory of Prediction of Nonstationary Stochastic ProcessesJournal of Applied Physics, 1952
- Stochastic Processes and Statistical PhysicsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1949
- The Wiener (Root Mean Square) Error Criterion in Filter Design and PredictionJournal of Mathematics and Physics, 1946