Filtering of multidimensional stationary sequences with missing observations (Q5219899)
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scientific article; zbMATH DE number 7180159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering of multidimensional stationary sequences with missing observations |
scientific article; zbMATH DE number 7180159 |
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Filtering of multidimensional stationary sequences with missing observations (English)
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13 March 2020
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stationary sequence
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minimax-robust estimate
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mean square error
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least favorable spectral density
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minimax spectral characteristic
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