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Minimax filtering of signals from nonstationary filters - MaRDI portal

Minimax filtering of signals from nonstationary filters (Q1115006)

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scientific article; zbMATH DE number 4086664
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Minimax filtering of signals from nonstationary filters
scientific article; zbMATH DE number 4086664

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    Minimax filtering of signals from nonstationary filters (English)
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    1988
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    We consider the filtering of nonstochastic complex-valued functions \(s(t)\in \Sigma_ T\) corrupted by white noise. We assume that the class \(\Sigma_ T\) consists of all possible responses of a linear filter, which is possibly not time-invariant. The known results for invariant filters are extended to this case.
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    invariant filters
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