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Dual extremum principles relating to an optimal filter (1980)

Bhargava, S.

Springer

Journal of optimization theory and applications 30 (1980), S. 583-588

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ISSN: 1573-2878

Keywords: Filtering theory ; duality theory ; optimal filters ; dual extremum principles

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract We obtain here a variational principle characterizing an optimal filter. This variational principle is dual to the one obtained by Berkovitz and Pollard in Ref. 2.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01686722

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