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The worst additive noise under a covariance constraint - MaRDI portal

The worst additive noise under a covariance constraint (Q4544756)

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scientific article; zbMATH DE number 1776011
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The worst additive noise under a covariance constraint
scientific article; zbMATH DE number 1776011

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    The worst additive noise under a covariance constraint (English)
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    4 August 2002
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    mutual information game
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    maximum entropy noise
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    Burg's theorem
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    worst additive noise
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