Optimal filtering of a Gaussian signal against a background of almost Gaussian noise

zbMath0895.93038MaRDI QIDQ1814656

M. S. Pinsker, V. V. Prelov

Publication date: 15 December 1996

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

mean square errornonlinear filternon-Gaussianmean square riskentropy-regular

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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