Optimal Linear Filtering and Smoothing f
โ
M. Rutkowski
๐
Article
๐
1994
๐
Elsevier Science
๐
English
โ 673 KB
Properties of conditional expectation and metric projection for multivariate symmetric stable distributions are studied. Linear filtering, smoothing, and prediction problems for a discrete time stable linear model with constant coefficients are solved. (C) 1994 Academic Press, Inc.