A method for determining noise level using the discrete Lyapunov exponent

zbMATH Open0779.65037MaRDI QIDQ685004

N. G. Timashova, Andrew V. Ilin

Publication date: 19 September 1993

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

discrete systemnoise leveldiscrete Lyapunov exponentstochastic ystem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Probabilistic games; gambling (91A60)

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