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.
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Communicated by L. D. Berkovitz
The author wishes to thank the referee for his valuable suggestions.
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Bhargava, S. Dual extremum principles relating to an optimal filter. J Optim Theory Appl 30, 583–588 (1980). https://doi.org/10.1007/BF01686722
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DOI: https://doi.org/10.1007/BF01686722