Extrapolation of transformations of random processes perturbed by white noise (Q5896534)
From MaRDI portal
scientific article; zbMATH DE number 4201436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extrapolation of transformations of random processes perturbed by white noise |
scientific article; zbMATH DE number 4201436 |
Statements
Extrapolation of transformations of random processes perturbed by white noise (English)
0 references
1991
0 references
extrapolation of transformations
0 references
filtering
0 references
linear least squares estimation problem
0 references
white noise process
0 references
Least favourable spectral densities
0 references
minimax
0 references
robust
0 references
optimal estimator
0 references
