A variational problem related to an optimal filter problem with self-correlated noise
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- by Leonard D. Berkovitz and Harry Pollard
- Trans. Amer. Math. Soc. 142 (1969), 153-175
- DOI: https://doi.org/10.1090/S0002-9947-1969-0246180-X
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Addendum: Trans. Amer. Math. Soc. 157 (1971), 499-504.
References
- N. Wiener, Extrapolation, interpolation and smoothing of stationary time series, Wiley, New York, 1950.
- Leonard D. Berkovitz and Harry Pollard, A non-classical variational problem arising from an optimal filter problem, Arch. Rational Mech. Anal. 26 (1967), 281–304. MR 215151, DOI 10.1007/BF00281660
- Walter Rudin, Real and complex analysis, McGraw-Hill Book Co., New York-Toronto-London, 1966. MR 0210528
- Naum I. Akhiezer, The calculus of variations, A Blaisdell Book in the Pure and Applied Sciences, Blaisdell Publishing Co. (a division of Random House), New York-London, 1962. Translated from the Russian by Aline H. Frink. MR 0142019
Bibliographic Information
- © Copyright 1969 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 142 (1969), 153-175
- MSC: Primary 49.10
- DOI: https://doi.org/10.1090/S0002-9947-1969-0246180-X
- MathSciNet review: 0246180