Linear minimax filtering of a stationary random process under the conditions of an a priori partial uncertainty relative to the spectral density

zbMath0613.93060MaRDI QIDQ1820120

Publication date: 1986

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

minimax formulation linear filtering spectral density stationary, in the broad sense, random process

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Linear systems in control theory (93C05) Existence of solutions for minimax problems (49J35)

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