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Q5430721 - MaRDI portal

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scientific article; zbMATH DE number 5220426
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English
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scientific article; zbMATH DE number 5220426

    Statements

    publication date
    16 December 2007
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    zbMATH Keywords
    stationary stochastic process
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    filtering
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    robust estimate
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    observations with noise
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    mean square error
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    least favorable spectral densities
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    minimax-robust spectral characteristic
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    62M20
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    60G35
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    93E10
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    93E11
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    zbMATH DE Number
    5220426
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