Minimax-robust filtering problem for stochastic sequences with stationary increments (Q2944758): Difference between revisions

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Latest revision as of 10:22, 30 July 2024

scientific article
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Minimax-robust filtering problem for stochastic sequences with stationary increments
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    Minimax-robust filtering problem for stochastic sequences with stationary increments (English)
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    8 September 2015
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    stochastic sequences
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    filtering problem
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    stationary increments
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    robust estimate
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    mean-square error
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    least favorable spectral density
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    minimax spectral characteristic
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