The estimator \(G_{59}\) for the solutions of the regularized Kolmogorov-Wiener filter

DOI10.1515/rose-2024-2019MaRDI QIDQ6643459

Vyacheslav L. Girko, Larissa D. Shevchuk, Borys V. Shevchuk

Publication date: 26 November 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesrandom matrixinverse tangent lawKolmogorov-Wiener filter

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integral equations (60H20) Random integral equations (45R05)

Cites Work

• Statistical analysis of observations of increasing dimension. Transl. from the Russian
• The estimators \(G_9\) and \(G_{10}\) for the solutions of the Kolmogorov-Wiener filter
• The generalized canonical equations \(K_1, K_7, K_{16}, K_{27}\). The REFORM method, the invariance principal method, the matrix expansion method and \(G\)-transform. The main stochastic canonical equations \(K_{100},\ldots,K_{106}\) and the estimators \(G_{55},\ldots,G_{58}\) of the MAGIC (Mathematical Analysis of General Invisible Components)
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