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

Berkovitz, Leonard D.; Pollard, Harry

doi:10.1090/S0002-9947-1971-0295176-X

Transactions of the American Mathematical Society

Published by the American Mathematical Society since 1900, Transactions of the American Mathematical Society is devoted to longer research articles in all areas of pure and applied mathematics.

ISSN 1088-6850 (online) ISSN 0002-9947 (print)

The 2020 MCQ for Transactions of the American Mathematical Society is 1.48.

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Addenda to “A variational problem related to an optimal filter problem with self-correlated noise”
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by Leonard D. Berkovitz and Harry Pollard PDF

Trans. Amer. Math. Soc. 157 (1971), 499-504 Request permission

Abstract:

The explicit solution is given of a nonclassical variational problem that is related to an optimal filter problem.

References

Leonard D. Berkovitz and Harry Pollard, A variational problem related to an optimal filter problem with self-correlated noise, Trans. Amer. Math. Soc. 142 (1969), 153–175 (English, with Russian summary). MR 246180, DOI 10.1090/S0002-9947-1969-0246180-X