Optimum linear estimation for random processes as the limit of estimates based on sampled data.
Expert InsightsPublished 1957
An analysis of a generalized form of the problem of optimum linear filtering and prediction for random processes. It is shown that, under very general conditions, the optimum linear estimation based on the received signal, observed continuously for a finite interval <>, is the limit of optimum linear estimation in cases where the conventional generalized Wiener-Hopf integral equation technique has not been shown to yield a solution.
Document Details
- Copyright: RAND Corporation
- Availability: Web Only
- Year: 1957
- Pages: 24
- Document Number: P-1206
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