Aspects of dynamic programming in signal and image processing

DOI10.1109/TAC.1981.1102775MaRDI QIDQ3950416zbMATH OpenOpenAlexFDO

Authors Louis L. Scharf, H. Elliott

Publication date 1981

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1981.1102775

zbMATH Keywords

nonlinear filteringnonlinear frequency trackingrandom boundary estimationsignal and image processing

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Signal detection and filtering (aspects of stochastic processes) (60G35) Compound decision problems in statistical decision theory (62C25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Dynamic programming (90C39) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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