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Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model

โœ Scribed by M. Rutkowski

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
673 KB
Volume
50
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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.

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