Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities (Q1075989)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities |
scientific article; zbMATH DE number 3952638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities |
scientific article; zbMATH DE number 3952638 |
Statements
Principle of guaranteed result in a problem of stationary linear smoothing with uncertainty of spectral densities (English)
0 references
1985
0 references
The linear smoothing problem is addressed for the special case where some additively noise corrupted signal is observed and the only knowledge we have is some constraints on the moments. It is shown that optimal frequency characteristics for the required filter can be obtained by converting this problem into a mathematical programming problem.
0 references
linear smoothing
0 references
optimal frequency characteristics
0 references
0.8030720949172974
0 references
0.7693211436271667
0 references
0.7571346759796143
0 references
0.7557259798049927
0 references
