On robust Wiener signal estimation

DOI10.1109/TAC.1986.1104310zbMath0611.93057MaRDI QIDQ3752271

Kenneth S. Vastola

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

Wiener filterleast favourable pairrobust causal estimatorsignal and noise power spectral densities

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)

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