Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise

zbMath0648.93052MaRDI QIDQ1105540

O. M. Kurkin, Yu. B. Korobochkin

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

spectral measuresinterpolation filtermean-square performance criterionbest (minimax) frequency responseestimation error variance functional

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Existence of solutions for minimax problems (49J35) Optimality conditions for minimax problems (49K35)

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