Cone-bounded nonlinearities and mean-square bounds - smoothing and prediction

DOI10.1016/0005-1098(75)90027-8zbMath0319.93060OpenAlexW2040841334MaRDI QIDQ1223064

K.-P. Dunn, Ian B. Rhodes

Publication date: 1975

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(75)90027-8

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Filtering and control performance bounds with implications on asymptotic separation
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound
• Cone-bounded nonlinearities and mean-square bounds--Quadratic regulation bounds
• Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound

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