On minimax filtration of vector processes

DOI10.1007/BF01061014zbMath0799.60038OpenAlexW2020023226MaRDI QIDQ1332071

Mikhail P. Moklyachuk

Publication date: 26 September 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01061014

zbMATH Keywords

least favorable spectral densitiesoptimal linear estimationspectral characteristic of the optimal linear estimate

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Minimax-robust prediction of discrete time series
• Robust techniques for signal processing: A survey
• Sufficient conditions for extremum, penalty functions and regularity
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