Addenda to ``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. 157 (1971), 499-504
MSC: Primary 49A50
Original Article: Trans. Amer. Math. Soc. 142 (1969), 153-175.
MathSciNet review: 0295176
Abstract: The explicit solution is given of a nonclassical variational problem that is related to an optimal filter problem.
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Keywords: Nonclassical variational problem, optimal min-max filter
Article copyright: © Copyright 1971 American Mathematical Society