Addenda to ``A variational problem related to an optimal filter problem with self-correlated noise''
Leonard D. Berkovitz and Harry Pollard
Trans. Amer. Math. Soc. 157 (1971), 499-504
Trans. Amer. Math. Soc. 142 (1969), 153-175.
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Abstract: The explicit solution is given of a nonclassical variational problem that is related to an optimal filter problem.
- L. D. Berkovitz and H. Pollard, A variational problem related to an optimal filter problem with self-correlated noise, Trans. Amer. Math. Soc. 142 (1969), 153-175. MR 0246180 (39:7484)
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Nonclassical variational problem,
optimal min-max filter
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