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Bryson A E 290
Editors Comments on Papers 2 Through 6
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A. N. Kolmogorov Akad algorithms analytic applications arbitrary assume Automat coefficients components condition consider constant Contr covariance defined denote derived determined differential equations dynamic system elements everywhere extrapolation factorization finite follows formula Fourier Gaussian given Hilbert space IEEE IEEE Trans innovations input integral equation interpolation interval Kailath Kalman filter Kolmogorov Krein least-squares estimation Lemma linear equations linear filter loop Math mathematical mean-square method minimizing multivariate stationary noise nonlinear observations obtained operator optimal optimum orthogonal output paper parameter phase jitter poles polynomials prediction predictor problem Proc quadratic random function random variables rational spectrum recursive representation Riccati equation satisfied sequence x(t signal smoothing solution space H spectral density square state-space stationary processes stationary sequence statistical stochastic processes subordinate to x(t theorem theory tion transformation transient error uniquely Univ upper half-plane values vector Wiener Wiener filter Wiener-Hopf equations York zero