Filtering of Multidimensional Stationary Processes with Missing Observations
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic process from observations of the process with a stationary noise is considered. Formulas for calculating the mean-square error...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emrah Evren KARA
2019-03-01
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| Series: | Universal Journal of Mathematics and Applications |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/675309 |