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Transactions of the American Mathematical Society

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A variational problem related to an optimal filter problem with self-correlated noise


Authors: Leonard D. Berkovitz and Harry Pollard
Journal: Trans. Amer. Math. Soc. 142 (1969), 153-175
MSC: Primary 49.10
DOI: https://doi.org/10.1090/S0002-9947-1969-0246180-X
Addendum: Trans. Amer. Math. Soc. 157 (1971), 499-504.
MathSciNet review: 0246180
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DOI: https://doi.org/10.1090/S0002-9947-1969-0246180-X
Article copyright: © Copyright 1969 American Mathematical Society