zbMath0895.93038MaRDI QIDQ1814656
M. S. Pinsker, V. V. Prelov
Publication date: 15 December 1996 Published in: Problems of Information Transmission (Search for Journal in Brave)
zbMATH Keywords
mean square errornonlinear filternon-Gaussianmean square riskentropy-regular
Mathematics Subject Classification ID
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)