Filtering and Estimation of the Mean
Part of the Applications of Mathematics book series (SMAP, volume 9)
Let us consider a random process of the form
where θ (t), t ∈ T, is an unknown deterministic function from a given class Θ and Δ(t), t ∈ T, is a Gaussian stationary process with zero mean and correlation function B(t).
$$ \xi (t) = \theta (t) + \Delta (t), \,\,\,\,\,\,\,t \in T, $$
KeywordsHilbert Space Spectral Density Correlation Matrix Random Process Spectral Measure
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag New York Inc. 1978