On minimax filtering over ellipsoids (Q1903291)
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scientific article; zbMATH DE number 820590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimax filtering over ellipsoids |
scientific article; zbMATH DE number 820590 |
Statements
On minimax filtering over ellipsoids (English)
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6 May 1996
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filtering
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Gaussian noise
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minimax linear risk
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asymptotically minimax estimator
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second-order asymptotics
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observed Gaussian infinite- dimensional vector
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ellipsoid
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