scientific article; zbMATH DE number 37802
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Publication:3990180
zbMATH Open0788.62084MaRDI QIDQ3990180
Publication date: 28 June 1992
Title of this publication is not available (Why is that?)
mean-square errorminimax filteringleast favorable spectral densitiesoptimal linear estimatorlinear mean-square optimal estimation
Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (2)
Minimax linear filtering of random sequences with uncertain covariance function ⋮ Minimal dimensional linear filters for discrete-time Markov processes with finite state space
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