Optimum Linear Systems
2009
This chapter contains sections titled: Introduction Smoothing and Predicting of Stationary Inputs Using the Infinite Past (Wiener Theory) Pure Prediction: Nondeterministic Processes Solution of the Equation for Predicting and Filtering Other Filtering Problems Using Least-mean-square Error Criterion Phillips' Least-mean-square Error Filter Smoothing and Predicting with a Finite Observation Time Maximizing Signal-to-noise Ratio: The Matched Filtert Problems ]]>