Minimax-robust filtering problem for stochastic sequences with stationary increments (Q2944758): Difference between revisions
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Revision as of 00:52, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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