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A physical basis for Krein's prediction formulas

Published online by Cambridge University Press:  01 July 2016

B. D. O. Anderson
B. D. O. Anderson*
Affiliation:
University of Newcastle, New South Wales
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Abstract

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Type
Eighth Conference on Stochastic Processes and their Applications
Information
Advances in Applied Probability , Volume 11 , Issue 2 , June 1979 , pp. 297 - 298
Copyright
Copyright © Applied Probability Trust 1979 

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References

1. Krein, M. G. (1954) On a fundamental approximation problem in the theory of extrapolation and filtration of stationary random processes. Dokl. Akad. Nauk SSSR 94, 13–16; Selected Trans. Math. Statist. Prob. 4, 127–131.Google Scholar