A game theoretic approach to robust filtering

DOI10.1016/S0019-9958(84)80027-3zbMath0597.94004MaRDI QIDQ3731508

P. Papantoni-Kazakos

Publication date: 1984

Published in: Information and Control (Search for Journal in Brave)

zbMATH Keywords

smoothingstochastic gamenonlinear filternoise channelsaddle-point type solutionsstationary information carrying processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of game theory (91A80) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Qualitative robustness in time series ⋮ Outlier resistant filtering and smoothing ⋮ Robust prediction and interpolation for vector stationary processes

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