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Filtering and prediction problems for random functions

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Literature Cited

  1. I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka, Moscow (1965).

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  3. P. S. Knopov, “Prediction for random fields,” in: Theory of Optimum Solutions, No. 3 [in Russian], Izd. IK AN UkrSSR, Kiev (1968).

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  4. A. Friedman, Partial Differential Equations of Parabolic Type, Prentice Hall (1964).

  5. I. M. Gel'fand and N. Ya. Vilenkin, Generalized Functions, Some Applications of Harmonic Analysis, Endowed Hilbert Spaces, No. 4 [in Russian], Fizmatgiz, Moscow (1961).

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Authors
  1. P. S. Knopov
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Additional information

Translated from Kibernetika, No. 6, pp. 74–78, November–December, 1972.

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Knopov, P.S. Filtering and prediction problems for random functions. Cybern Syst Anal 8, 953–958 (1972). https://doi.org/10.1007/BF01068519

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  • DOI: https://doi.org/10.1007/BF01068519

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