Wiener-Hopf method

Righteous hack for certain integral equations

May 5, 2021 — May 5, 2021

dynamical systems
linear algebra
probability
signal processing
state space models
statistics
stochastic processes
time series
Figure 1

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1 References

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Youla, Bongiorno, and Jabr. 1976. “Modern Wiener–Hopf Design of Optimal Controllers Part I: The Single-Input-Output Case.” IEEE Transactions on Automatic Control.