The linear filtration and prediction of indirectly observed random processes

František Štulajter

Kybernetika (1976)

  • Volume: 12, Issue: 5, page (316)-327
  • ISSN: 0023-5954

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Štulajter, František. "The linear filtration and prediction of indirectly observed random processes." Kybernetika 12.5 (1976): (316)-327. <http://eudml.org/doc/27902>.

@article{Štulajter1976,
author = {Štulajter, František},
journal = {Kybernetika},
language = {eng},
number = {5},
pages = {(316)-327},
publisher = {Institute of Information Theory and Automation AS CR},
title = {The linear filtration and prediction of indirectly observed random processes},
url = {http://eudml.org/doc/27902},
volume = {12},
year = {1976},
}

TY - JOUR
AU - Štulajter, František
TI - The linear filtration and prediction of indirectly observed random processes
JO - Kybernetika
PY - 1976
PB - Institute of Information Theory and Automation AS CR
VL - 12
IS - 5
SP - (316)
EP - 327
LA - eng
UR - http://eudml.org/doc/27902
ER -

References

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  1. N. Aronszajn, Theory of Reproducing Kernels, Trans. Amer. Math. Soc. 68 (1950), 337-404. (1950) Zbl0037.20701MR0051437
  2. G. Bachman N. Narici, Functional Analysis, Academic Press, New York 1966. (1966) MR0217549
  3. J. Hájek, On linear Statistical Problems in Stochastic Processes, Czech. Math. J. 12 (1962), 404-444. (1962) MR0152090
  4. P. Halmos, Introduction to Hilbert Spaces, Chelsea, New York 1951. (1951) 
  5. R. E. Kalman R. S. Bucy, New Results in Linear Filtering and Prediction Theory, J. Basic Engrg. 55 (1961), 95-108. (1961) MR0234760
  6. A. Kolmogorov, Interpolation and Extrapolation, Bull. Acad. Sc. URSS, Ser. Math. (1941), 3-14. (1941) 
  7. P. Ш. Липцep A. H. Ширяев, Статистика случайных процесов, Hayкa, Mocквa 1974. (1974) 
  8. E. Parzen, Time Series Analysis Papers, Holden-Day, San Francisco 1967. (1967) Zbl0171.39602MR0223042
  9. E. Parzen, A New Approach to the Synthesis of Optimal Smoothing and Prediction Systems, Math. Optim. Techniques (1963), 75-108. (1963) Zbl0116.10401MR0160671
  10. A. Pázman, The Ordering of Experimental Design, Kybernetika 10 (1974), 373-388. (1974) MR0381170
  11. F. Štulajter, Lineárna filtrácia a predikcia náhodných procesov, Report, Bratislava 1975. (1975) 
  12. N. Wiener, The Extrapolation, Interpolation and Smoothing of Stationary Time Series, Wiley, New York 1949. (1949) 

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