Optimal Filtering of a Stationary Process with Respect to Measured Discrepancies

DOI10.1137/1135042zbMath0723.60042OpenAlexW2074159835MaRDI QIDQ3210629

Andrey E. Barabanov

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135042

zbMATH Keywords

rational spectral densitiesfiltration of stationary processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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