Adaptive filtering of a random signal in Gaussian white noise

DOI10.1134/S0032946008040054zbMath1171.94315MaRDI QIDQ734272

Eduard Belitser, Farida N. Enikeeva

Publication date: 20 October 2009

Published in: Problems of Information Transmission (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
• Unnamed Item

This page was built for publication: Adaptive filtering of a random signal in Gaussian white noise