Extrapolation of transformations of random processes perturbed by white noise

DOI10.1007/BF01060506zbMath0745.62091OpenAlexW1996900990MaRDI QIDQ5916371

Mikhail P. Moklyachuk

Publication date: 25 June 1992

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01060506

zbMATH Keywords

robustminimaxfilteringwhite noise processoptimal estimatorlinear least squares estimation problemextrapolation of transformationsleast favourable spectral densitieslinear mean square optimal estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Unnamed Item
• Unnamed Item
• Robust techniques for signal processing: A survey
• Sufficient conditions for extremum, penalty functions and regularity

This page was built for publication: Extrapolation of transformations of random processes perturbed by white noise