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.
Linear multi-model time-optimization
β Scribed by V. Boltyanski; A. Poznyak
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 229 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0143-2087
- DOI
- 10.1002/oca.708
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