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zbMath0704.62070MaRDI QIDQ3484223

S. V. Shil'man, Arkadi Nemirovski

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

eigenvectors covariance matrix recursive method mean value maximum eigenvalue random symmetric matrix general recursion scheme minimum eigenvalues recursion estimates

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic approximation (62L20)

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