On the multidimensional prediction and filtering problem and the factorization of spectral matrices
- 1 August 1961
- journal article
- Published by Elsevier in Journal of the Franklin Institute
- Vol. 272 (2) , 87-99
- https://doi.org/10.1016/0016-0032(61)90735-9
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Note on an integral equation occurring in the prediction, detection, and analysis of multiple time series (Corresp.)IEEE Transactions on Information Theory, 1961
- The prediction theory of multivariate stochastic processes, II: The linear predictorActa Mathematica, 1958
- An Extension of Wiener's Theory of PredictionJournal of Applied Physics, 1950