scientific article; zbMATH DE number 5220426
From MaRDI portal
Publication:5430721
zbMath1142.60328MaRDI QIDQ5430721
Aleksandr Yu. Masyutka, Mikhail P. Moklyachuk
Publication date: 16 December 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
filteringmean square errorrobust estimateminimax-robust spectral characteristicstationary stochastic processleast favorable spectral densitiesobservations with noise
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (3)
Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Filtering of multidimensional stationary sequences with missing observations
This page was built for publication:
